Syed Galib Sultan

State Street Corporation

Model Validation Group

State Street Corporation

Boston, MA 02110

United States

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Price Discovery Share: An Order Invariant Measure of Price Discovery

Number of pages: 16 Posted: 12 Mar 2024 Last Revised: 15 Apr 2024

Shulin Shen, Syed Galib Sultan and Eric Zivot

Huazhong University of Science and Technology, State Street Corporation and University of Washington - Department of Economics

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