Damien G. Wallace

University of South Australia - UniSA Business School

Adelaide, South Australia 5001

Australia

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The Evolution of Price Discovery in US Equity and Derivatives Markets

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 41 Posted: 22 Aug 2014 Last Revised: 19 Nov 2014
Damien G. Wallace, Petko S. Kalev and Guanghua Lian
University of South Australia - UniSA Business School, La Trobe Business School and University of South Australia - School of Commerce
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Citation 2

Abstract:

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price discovery, exchange traded funds, futures