1. Price Discovery in a Continuous-Time Setting. (10th January 2020) Authors: Dias, Gustavo F.; Fernandes, Marcelo; Scherrer, Cristina M. Journal: Journal of financial econometrics Issue: Volume 19:Number 5(2021) Page Start: 985 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗