1. The determinants of liquidity commonality in the Euro-area sovereign bond market. (2023). Jiang, XU ; Panagiotou, Panagiotis ; Gavilan, Angel.
   In: The European Journal of Finance.
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2. Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta.
   In: Journal of Multinational Financial Management.
   RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191.

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3. Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets.. (2022). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta.
   In: IREA Working Papers.
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4. Measuring credit crunch in Italy: evidence from a survey-based indicator. (2021). Ventura, Marco ; Girardi, Alessandro.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03238-7.

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5. Information shares and market quality before and during the European sovereign debt crisis. (2021). Papavassiliou, Vassilios ; Kinateder, Harald.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000536.

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6. On the term structure of liquidity in the European sovereign bond market. (2020). Papavassiliou, Vassilios ; Osullivan, Conall.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300455.

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7. Expected issuance fees and market liquidity. (2020). Zwinkels, Remco ; Verschoor, Willem ; Pieterse-Bloem, Mary ; Buis, Boyd .
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:48:y:2020:i:c:s1386418119300795.

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8. Liquidity and tail-risk interdependencies in the euro area sovereign bond market. (2019). Filiani, Pasquale ; Dunne, Peter G ; Clancy, Daragh.
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9. Did long-memory of liquidity signal the European sovereign debt crisis?. (2019). Li, Youwei ; Yang, Y C ; Hamill, P A ; Sun, Z ; Vigne, S A.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2850-y.

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10. Liquidity and tail-risk interdependencies in the euro area sovereign bond market. (2019). Clancy, Daragh ; Filiani, Pasquale ; Dunne, Peter G.
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    RePEc:cbi:wpaper:11/rt/19.

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11. An Indicator of Credit Crunch using Italian Business Surveys. (2018). Ventura, Marco ; MARGANI, PATRIZIA ; Girardi, Alessandro.
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    RePEc:pra:mprapa:88839.

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12. Price discovery in Chinas inter-bank bond market. (2018). Wu, Lei ; Zeng, Hongchao ; Meng, Qingbin ; Liu, Chunlin.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:48:y:2018:i:c:p:84-98.

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13. Market fragmentation, liquidity measures and improvement perspectives from Chinas emissions trading scheme pilots. (2018). Chevallier, Julien ; Chen, Rongda ; Chang, Kai.
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14. The equity-like behaviour of sovereign bonds. (2017). Dufour, Alfonso ; Varotto, Simone ; Stancu, Andrei .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:48:y:2017:i:c:p:25-46.

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15. How has sovereign bond market liquidity changed? An illiquidity spillover analysis. (2016). Pelizzon, Loriana ; Schneider, Michael ; Lillo, Fabrizio.
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16. Price Discovery in Brazilian FX Markets. (2015). Medeiros, Marcelo ; Pinto, Marcio Gomes ; Santos, Francisco Luna .
    In: Brazilian Review of Econometrics.
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17. Informed trading in parallel bond markets. (2015). Paiardini, Paola.
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18. Price Discovery in Brazilian FX Markets. (2014). Medeiros, Marcelo ; Garcia, Marcio ; Santos, Francisco .
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19. The Equity-like Behaviour of Sovereign Bonds. (2014). Dufour, Alfonso ; Stancu, Andrei ; Varotto, Simone.
    In: ICMA Centre Discussion Papers in Finance.
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20. Time-Varying Spot and Futures Oil Price Dynamics. (2014). Girardi, Alessandro ; Caporale, Guglielmo Maria ; Ciferri, Davide .
    In: Scottish Journal of Political Economy.
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21. PRICE DISCOVERY IN THE ITALIAN SOVEREIGN BONDS MARKET: THE ROLE OF ORDER FLOW. (2013). Girardi, Alessandro ; Impenna, Claudio .
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    RePEc:bdi:wptemi:td_906_13.

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1. Price discovery in the Italian sovereign bonds market: the role of order flow. (2013). Girardi, Alessandro ; Impenna, Claudio .
   In: Temi di discussione (Economic working papers).
   RePEc:bdi:wptemi:td_906_13.

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2. Rethinking Capital Structure Arbitrage. (2012). Avino, Davide.
   In: MPRA Paper.
   RePEc:pra:mprapa:42850.

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3. Price Discovery of Credit Spreads in Tranquil and Crisis Periods. (2012). Avino, Davide.
   In: MPRA Paper.
   RePEc:pra:mprapa:42847.

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4. When is there a strong transfer risk from the sovereigns to the corporates? Property rights gaps and CDS spreads. (2012). Wei, Shang-Jin.
   In: Staff Reports.
   RePEc:fip:fednsr:579.

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5. Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis. (2012). Rittler, Daniel .
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:36:y:2012:i:3:p:774-785.

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6. Electronic versus open outcry trading in agricultural commodities futures markets. (2011). Kittiakarasakun, Jullavut ; Tse, Yiuman ; Martinez, Valeria ; Gupta, Paramita .
   In: Review of Financial Economics.
   RePEc:eee:revfin:v:20:y:2011:i:1:p:28-36.

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7. Does the Bund dominate price discovery in Euro bond futures? Examining information shares. (2011). Menkhoff, Lukas ; Fricke, Christoph.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:35:y:2011:i:5:p:1057-1072.

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8. Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System. (2011). Girardi, Alessandro ; Caporale, Guglielmo Maria.
   In: Discussion Papers of DIW Berlin.
   RePEc:diw:diwwpp:dp1139.

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9. Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System. (2011). Girardi, Alessandro ; Caporale, Guglielmo Maria.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_3525.

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10. The sovereign credit default swap market: price discovery, volumes and links with banks risk premia. (2011). Carboni, Alessandro .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_821_11.

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11. Price discovery in the Indian gold futures market. (2010). Chaihetphon, Piyamas ; Pavabutr, Pantisa.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:34:y:2010:i:4:p:455-467.

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12. Trading costs and price discovery. (2010). Choy, Siu-Kai ; Zhang, Hua.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:34:y:2010:i:1:p:37-57.

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13. Asymmetric information, price discovery and macroeconomic announcements in FX market: do top trading banks know more?. (2010). Phylaktis, Kate ; Chen, Long.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:15:y:2010:i:3:p:228-246.

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14. The crude oil market and the gold market: Evidence for cointegration, causality and price discovery. (2010). Zhang, Yue-Jun ; Wei, Yi-Ming.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:35:y:2010:i:3:p:168-177.

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15. News announcements and price discovery in foreign exchange spot and futures markets. (2010). Gau, Yin-Feng ; Chen, Yu-Lun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:7:p:1628-1636.

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16. The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand. (2010). Tourani-Rad, Alireza ; Gilbert, Aaron ; Frijns, Bart.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:3:p:498-508.

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17. A structural analysis of price discovery measures. (2010). Yan, Bingcheng ; Zivot, Eric .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:13:y:2010:i:1:p:1-19.

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18. Related securities and price discovery: Evidence from NYSE-listed Non-U.S. stocks. (2010). Phylaktis, Kate ; Korczak, Piotr.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:4:p:566-584.

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19. Modelling and measuring price discovery in commodity markets. (2010). Gonzalo, Jesus ; Figuerola-Ferretti, Isabel .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:158:y:2010:i:1:p:95-107.

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20. Price Formation on the EuroMTS Platform. (2010). Girardi, Alessandro ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2938.

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21. Price discovery in spot and futures markets: A reconsideration. (2009). Theissen, Erik.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200927.

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22. Price discovery on traded inflation expectations: does the financial crisis matter?. (2009). Schulz, Alexander ; Stapf, Jelena .
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:200925.

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23. A closer look at co-movements among stock returns. (2009). Zebedee, Allan A. ; Kasch-Haroutounian, Maria .
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:61:y::i:4:p:279-294.

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24. Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS. (2009). Pea, Juan Ignacio ; Forte, Santiago.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:11:p:2013-2025.

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25. Price discovery of subordinated credit spreads for Japanese mega-banks: Evidence from bond and credit default swap markets. (2009). Inada, Masakazu ; Baba, Naohiko .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:19:y:2009:i:4:p:616-632.

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26. Single-stock futures: Evidence from the Indian securities market. (2009). Kumar, Umesh ; Tse, Yiuman.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:20:y:2009:i:3:p:220-234.

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27. Price discovery in tick time. (2009). Frijns, Bart ; Schotman, Peter .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:5:p:759-776.

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28. International price discovery in the presence of microstructure noise. (2008). Peter, Franziska J. ; Grammig, Joachim G..
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    RePEc:zbw:cfswop:200850.

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29. International price discovery in the presence of market microstructure effects. (2008). Grammig, Joachim ; Peter, Franziska J..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0810.

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30. The Informational Content of Trades on the EuroMTS Platform.. (2008). Girardi, Alessandro.
    In: ISAE Working Papers.
    RePEc:isa:wpaper:97.

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31. Information shares in the US Treasury market. (2008). Neely, Christopher ; Mizrach, Bruce.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:7:p:1221-1233.

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32. Volatility clustering and the bid-ask spread: Exchange rate behavior in early Renaissance Florence. (2008). Gurun, Umit ; Booth, Geoffrey G..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:1:p:131-144.

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33. A Structural Analysis of Price Discovery Measures. (2007). Yan, Bingcheng ; Zivot, Eric .
    In: Working Papers.
    RePEc:udb:wpaper:uwec-2006-08-fc.

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34. Price Discovery of Credit Spreads for Japanese Mega-Banks: Subordinated Bond and CDS. (2007). Inada, Masakazu ; Baba, Naohiko .
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:07-e-06.

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35. The microstructure of the U.S. treasury market. (2007). Neely, Christopher ; Mizrach, Bruce.
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36. Information shares in the U.S. treasury market. (2007). Neely, Christopher ; Mizrach, Bruce.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-070.

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37. Determining the contributions to price discovery for Chinese cross-listed stocks. (2007). CHONG, Terence Tai Leung ; Su, Qian.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:15:y:2007:i:2:p:140-153.

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38. Price discovery and informational efficiency of international iShares funds. (2007). Martinez, Valeria ; Tse, Yiuman.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:18:y:2007:i:1:p:1-15.

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39. Price Discovery in Canadian Government Bond Futures and Spot Markets. (2007). Hendry, Scott ; Campbell, Bryan ; Chung, Christopher.
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40. Multi-market trading in the Eurodollar futures market. (2006). Tse, Yiuman ; Bandyopadhyay, Paramita.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:26:y:2006:i:3:p:321-341.

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41. Price discovery in the foreign currency futures and spot market. (2006). Rosenberg, Joshua ; Traub, Leah G..
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    RePEc:fip:fednsr:262.

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42. Breaks and persistency: macroeconomic causes of stock market volatility. (2006). MORANA, CLAUDIO ; Beltratti, Andrea.
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    RePEc:eee:econom:v:131:y:2006:i:1-2:p:151-177.

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43. Effects of electronic trading on the Hang Seng Index futures market. (2005). Tse, Y. K. ; Lien, Donald ; Fung, Joseph K. W., .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:14:y:2005:i:4:p:415-425.

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44. Market quality and price discovery: Introduction of the E-mini energy futures. (2005). Xiang, JU ; Tse, Yiuman.
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    RePEc:eee:glofin:v:16:y:2005:i:2:p:164-179.

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45. Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects. (2005). Schlag, Christian ; Melvin, Michael ; Grammig, Joachim.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:12:y:2005:i:1:p:139-164.

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46. Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility. (2004). MORANA, CLAUDIO ; Beltratti, Andrea.
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47. An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps. (2004). Marsh, Ian ; Blanco, Roberto .
    In: Bank of England working papers.
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48. Stalking the efficient price in market microstructure specifications: an overview. (2002). Hasbrouck, Joel .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:5:y:2002:i:3:p:329-339.

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49. Some desiderata for the measurement of price discovery across markets. (2002). Lehmann, Bruce N..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:5:y:2002:i:3:p:259-276.

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50. Exploring the Cognitive Nature of Boards of Directors and Its Implication for Board Effectiveness. (2000). Bhanot, Karan ; Ning, Zi ; Tse, Yiuman ; Martinez, Valeria.
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