An Econometric Analysis of Volatility Discovery; forthcoming, Journal of Business & Economic Statistics Article Author(s) Fruet Dias, Gustavo and Scherrer, Cristina Mabel and Papailias, Fotis ISSN/ISBN doi.org/10.1080/07350015.2023.2292178 Information Processing on Equity Prices and Exchange Rate for Cross Listed Stocks; Journal of Financial Markets; vol. 54, 2021 Article Author(s) Cristina Scherrer ISSN/ISBN doi.org/10.1016/j.finmar.2021.100634 Price discovery in a continuous-time setting; Journal of Financial Econometrics; vol. 19, issue 5, pp. 985-1008, 2020 Article Author(s) Gustavo F. Dias, Marcelo Fernandes, Cristina M. Scherrer ISSN/ISBN doi.org/10.1093/jjfinec/nbz030 Price Discovery and Market Microstructure Noise Article Author(s) Fruet Dias, Gustavo and Fernandes, Marcelo and Scherrer, Cristina Mabel Browser does not support script. Browser does not support script. Browser does not support script. Browser does not support script. Browser does not support script. Browser does not support script.
Information Processing on Equity Prices and Exchange Rate for Cross Listed Stocks; Journal of Financial Markets; vol. 54, 2021 Article Author(s) Cristina Scherrer ISSN/ISBN doi.org/10.1016/j.finmar.2021.100634 Price discovery in a continuous-time setting; Journal of Financial Econometrics; vol. 19, issue 5, pp. 985-1008, 2020 Article Author(s) Gustavo F. Dias, Marcelo Fernandes, Cristina M. Scherrer ISSN/ISBN doi.org/10.1093/jjfinec/nbz030 Price Discovery and Market Microstructure Noise Article Author(s) Fruet Dias, Gustavo and Fernandes, Marcelo and Scherrer, Cristina Mabel
Price discovery in a continuous-time setting; Journal of Financial Econometrics; vol. 19, issue 5, pp. 985-1008, 2020 Article Author(s) Gustavo F. Dias, Marcelo Fernandes, Cristina M. Scherrer ISSN/ISBN doi.org/10.1093/jjfinec/nbz030 Price Discovery and Market Microstructure Noise Article Author(s) Fruet Dias, Gustavo and Fernandes, Marcelo and Scherrer, Cristina Mabel
Price Discovery and Market Microstructure Noise Article Author(s) Fruet Dias, Gustavo and Fernandes, Marcelo and Scherrer, Cristina Mabel