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2. From pit to electronic trading: Impact on price volatility of U.S. Treasury futures. (2015). Orlowski, Lucjan.
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1. Technology and automation in financial trading: A bibliometric review. (2024). Cumming, Douglas ; Care, Rosella.
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2. The impact of algorithmic trading on liquidity in futures markets: New insights into the resiliency of spreads and depth. (2021). Behnia, Masud ; Gerace, Dionigi ; Frino, Alex.
   In: Journal of Futures Markets.
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3. The effect of data breach announcements beyond the stock price: Empirical evidence on market activity. (2017). Cummins, Mark ; Rosati, Pierangelo ; Lynn, Theo ; van der Werff, Lisa ; Gogolin, Fabian ; Deeney, Peter .
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4. Determinants and information content of intraday bid-ask spreads: Evidence from Chinese commodity futures markets. (2016). Liu, Qingfu ; An, Yunbi ; Hua, Renhai .
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:38:y:2016:i:c:p:135-148.

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5. From pit to electronic trading: Impact on price volatility of U.S. Treasury futures. (2015). Orlowski, Lucjan.
   In: Review of Financial Economics.
   RePEc:wly:revfec:v:25:y:2015:i:1:p:3-9.

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6. Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets. (2015). Ledenyov, Dimitri.
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7. From pit to electronic trading: Impact on price volatility of U.S. Treasury futures. (2015). Orlowski, Lucjan.
   In: Review of Financial Economics.
   RePEc:eee:revfin:v:25:y:2015:i:c:p:3-9.

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8. 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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9. Rethinking Capital Structure Arbitrage. (2012). Avino, Davide.
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10. Price Discovery of Credit Spreads in Tranquil and Crisis Periods. (2012). Avino, Davide.
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11. When is there a strong transfer risk from the sovereigns to the corporates? Property rights gaps and CDS spreads. (2012). Wei, Shang-Jin.
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12. Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis. (2012). Rittler, Daniel .
    In: Journal of Banking & Finance.
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13. Electronic versus open outcry trading in agricultural commodities futures markets. (2011). Kittiakarasakun, Jullavut ; Tse, Yiuman ; Martinez, Valeria ; Gupta, Paramita .
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14. Does the Bund dominate price discovery in Euro bond futures? Examining information shares. (2011). Menkhoff, Lukas ; Fricke, Christoph.
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15. Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System. (2011). Girardi, Alessandro ; Caporale, Guglielmo Maria.
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16. Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System. (2011). Girardi, Alessandro ; Caporale, Guglielmo Maria.
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17. Market microstructure: A review from down under. (2011). ComertonForde, Carole ; Berkman, Henk .
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18. The sovereign credit default swap market: price discovery, volumes and links with banks risk premia. (2011). Carboni, Alessandro .
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19. Price discovery in the Indian gold futures market. (2010). Chaihetphon, Piyamas ; Pavabutr, Pantisa.
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20. Trading costs and price discovery. (2010). Choy, Siu-Kai ; Zhang, Hua.
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21. Asymmetric information, price discovery and macroeconomic announcements in FX market: do top trading banks know more?. (2010). Phylaktis, Kate ; Chen, Long.
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22. The crude oil market and the gold market: Evidence for cointegration, causality and price discovery. (2010). Zhang, Yue-Jun ; Wei, Yi-Ming.
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23. News announcements and price discovery in foreign exchange spot and futures markets. (2010). Gau, Yin-Feng ; Chen, Yu-Lun.
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24. The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand. (2010). Tourani-Rad, Alireza ; Gilbert, Aaron ; Frijns, Bart.
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25. A structural analysis of price discovery measures. (2010). Yan, Bingcheng ; Zivot, Eric .
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26. Related securities and price discovery: Evidence from NYSE-listed Non-U.S. stocks. (2010). Phylaktis, Kate ; Korczak, Piotr.
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27. Modelling and measuring price discovery in commodity markets. (2010). Gonzalo, Jesus ; Figuerola-Ferretti, Isabel .
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28. Price Formation on the EuroMTS Platform. (2010). Girardi, Alessandro ; Caporale, Guglielmo Maria.
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29. Price discovery in spot and futures markets: A reconsideration. (2009). Theissen, Erik.
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30. Price discovery on traded inflation expectations: does the financial crisis matter?. (2009). Schulz, Alexander ; Stapf, Jelena .
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31. A closer look at co-movements among stock returns. (2009). Zebedee, Allan A. ; Kasch-Haroutounian, Maria .
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32. Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS. (2009). Pea, Juan Ignacio ; Forte, Santiago.
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33. Price discovery of subordinated credit spreads for Japanese mega-banks: Evidence from bond and credit default swap markets. (2009). Inada, Masakazu ; Baba, Naohiko .
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35. Price discovery in tick time. (2009). Frijns, Bart ; Schotman, Peter .
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36. International price discovery in the presence of microstructure noise. (2008). Peter, Franziska J. ; Grammig, Joachim G..
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37. International price discovery in the presence of market microstructure effects. (2008). Grammig, Joachim ; Peter, Franziska J..
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38. The Informational Content of Trades on the EuroMTS Platform.. (2008). Girardi, Alessandro.
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39. Information shares in the US Treasury market. (2008). Neely, Christopher ; Mizrach, Bruce.
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40. Volatility clustering and the bid-ask spread: Exchange rate behavior in early Renaissance Florence. (2008). Gurun, Umit ; Booth, Geoffrey G..
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41. Limit order book, anonymity and market liquidity: evidence from the Sydney Futures Exchange. (2008). Lepone, Andrew ; Frino, Alex ; Gerace, Dionigi .
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42. A Structural Analysis of Price Discovery Measures. (2007). Yan, Bingcheng ; Zivot, Eric .
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43. Price Discovery of Credit Spreads for Japanese Mega-Banks: Subordinated Bond and CDS. (2007). Inada, Masakazu ; Baba, Naohiko .
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44. The microstructure of the U.S. treasury market. (2007). Neely, Christopher ; Mizrach, Bruce.
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45. Information shares in the U.S. treasury market. (2007). Neely, Christopher ; Mizrach, Bruce.
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46. Determining the contributions to price discovery for Chinese cross-listed stocks. (2007). CHONG, Terence Tai Leung ; Su, Qian.
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47. Price discovery and informational efficiency of international iShares funds. (2007). Martinez, Valeria ; Tse, Yiuman.
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48. Price Discovery in Canadian Government Bond Futures and Spot Markets. (2007). Hendry, Scott ; Campbell, Bryan ; Chung, Christopher.
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49. Minimum Variance Hedging and Stock Index Market Efficiency. (2006). Alexander, Carol ; Barbosa, Andreza.
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50. Multi-market trading in the Eurodollar futures market. (2006). Tse, Yiuman ; Bandyopadhyay, Paramita.
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51. Evidence on the arbitrage efficiency of SPI index futures and options markets. (2006). .
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52. Price discovery in the foreign currency futures and spot market. (2006). Rosenberg, Joshua ; Traub, Leah G..
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53. Breaks and persistency: macroeconomic causes of stock market volatility. (2006). MORANA, CLAUDIO ; Beltratti, Andrea.
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54. Is Minimum Variance Hedging Necessary for Equity Indices? A study of Hedging and Cross-Hedging Exchange Traded Funds. (2005). Alexander, Carol ; Barbosa, Andreza.
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55. Effects of electronic trading on the Hang Seng Index futures market. (2005). Tse, Y. K. ; Lien, Donald ; Fung, Joseph K. W., .
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56. Market quality and price discovery: Introduction of the E-mini energy futures. (2005). Xiang, JU ; Tse, Yiuman.
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57. Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects. (2005). Schlag, Christian ; Melvin, Michael ; Grammig, Joachim.
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58. Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility. (2004). MORANA, CLAUDIO ; Beltratti, Andrea.
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59. Differences in the Cost of Trade Execution Services on Floor-Based and Electronic Futures Markets. (2004). Bortoli, Luke ; Jarnecic, Elvis ; Frino, Alex.
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60. An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps. (2004). Marsh, Ian ; Blanco, Roberto .
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61. Stalking the efficient price in market microstructure specifications: an overview. (2002). Hasbrouck, Joel .
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62. Some desiderata for the measurement of price discovery across markets. (2002). Lehmann, Bruce N..
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63. 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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