%0 Journal Article %T The makings of an information leader: the intraday price discovery process for individual stocks in the DJIA %A Simpson, Marc %A Moreno, Jose %A Ozuna, Teofilo %J Review of Quantitative Finance and Accounting %V 38 %N 3 %P 347-365 %@ 0924-865X %D 2011-03-11 %I Springer US %~ DeepDyve