Price discovery

Field
Subfield
Domain
OpenAlex	C39658296

Smeal faculty

• Giang Nguyen - score 3.6
• Charles Cao - score 1.8
• Dennis P. Sheehan - score 0.5

Papers

• Price Discovery without Trading: Evidence from the Nasdaq Preopening (2000) - cites 231
• The microstructure of a U.S. Treasury ECN: The BrokerTec platform (2017) - cites 81
• Price Discovery without Trading: Evidence from the Nasdaq Pre-opening (1999) - cites 48
• Price Discovery of a Speculative Asset: Evidence from a Bitcoin Exchange (2018) - cites 19
• Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market (2013) - cites 13
• Issue Day Effects for Common Stock Offerings: Causes and Consequences (1994) - cites 11
• Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market (2023) - cites 10
• Tick Size Change and Market Quality in the U.S. Treasury Market (2019) - cites 6