The makings of an information leader: the intraday price discovery process for individual stocks in the DJIA

Marc Simpson (), Jose Moreno () and Teofilo Ozuna ()

Review of Quantitative Finance and Accounting, 2012, vol. 38, issue 3, 347-365

Keywords: Information shares; Leverage; Intraday data; Exchange-traded funds; G19 (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s11156-011-0232-5

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