Price discovery

Field
Subfield
Domain
OpenAlex	C39658296

Smeal faculty

• Giang Nguyen - score 4.4
• Charles Cao - score 1.8
• Jing Pan - score 0.6
• Dennis P. Sheehan - score 0.5

Papers

• Price Discovery without Trading: Evidence from the Nasdaq Preopening (2000) - cites 243
• The microstructure of a U.S. Treasury ECN: The BrokerTec platform (2017) - cites 87
• Dark Pool Trading and Information Acquisition (2021) - cites 68
• Price Discovery Without Trading: Evidence from the NASDAQ Pre-Opening (1999) - cites 61
• Price Discovery of a Speculative Asset: Evidence from a Bitcoin Exchange (2019) - cites 18
• Order Flow Segmentation and the Role of Dark Trading in the Price Discovery of U.S. Treasury Securities (2013) - cites 15
• Issue Day Effects for Common Stock Offerings: Causes and Consequences (1994) - cites 12
• 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 5
• Price Discovery of a Speculative Asset: Evidence from a Bitcoin Exchange (2018) - cites 1