Price Discovery in Derivatives
The study proposes a theory of price discovery across derivative markets, detailing informed demand, price impact, and information efficiency of prices, and suggesting strategies for trading at any given time.
Featured in No. 13 on 24 Aug 2023 ·
- Released
- 13 Jun 2021
- First featured
- No. 13 · 24 Aug 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4547578
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