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Information shares of two parallel currency options markets: Trading costs versus transparency/tradability. (2015). Schreiber, Ben ; Piccotti, Louis R..
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:32:y:2015:i:c:p:210-229.

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  1. Which market dominates the price discovery in currency futures? The case of the Chicago Mercantile Exchange and the Intercontinental Exchange. (2022). Nguyen, James ; Chen, Clara Chia-Sheng ; Li, Wei-Xuan.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:52:y:2022:i:c:s1044028320302933.

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  2. Comparisons of Alternative Information Share Measures. (2022). Lien, Donald.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:50:y:2022:i:c:s154461232200472x.

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  3. Analytical properties of Hasbrouck and generalized information shares. (2022). Quin, Lianne Mei ; Shrestha, Keshab ; Lien, Donald.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003919.

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  4. Information shares in a two-tier FX market. (2020). Schreiber, Ben Z ; Piccotti, Louis R.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:58:y:2020:i:c:p:19-35.

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  5. The evolution of price discovery in us equity and derivatives markets. (2019). Lian, Guanhua ; Kalev, Petko S ; Wallace, Damien.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:39:y:2019:i:9:p:1122-1136.

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References

References cited by this document

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