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Price discovery in tick time
B Frijns
, P Schotman
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Keyphrases
Price Discovery
100%
Efficient Price
50%
NASDAQ
50%
Information Content
25%
Information Sharing
25%
Time Model
25%
Market Maker
25%
Asymmetric Information
25%
Finance Journals
25%
Calendar Time
25%
Wholesale Market
25%
Asymmetric Noise
25%
Economics, Econometrics and Finance
Finance
100%
Information Value
100%
Asymmetric Information
100%
Computer Science
Information Content
100%
Share Information
100%
Earth and Planetary Sciences
Asymmetric Information
100%