A comparison of trading and non-trading mechanisms for price discovery
Year of publication: |
2008
|
---|---|
Authors: | Barclay, Michael J. ; Hendershott, Terrence |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 15.2008, 5, p. 839-849
|
Subject: | Marktmikrostruktur | Market microstructure | CAPM | Volatilität | Volatility |
-
Invariance in buy-sell switching points
Bae, Kyoung-hun, (2020)
-
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe, (2024)
-
Massa, Massimo, (2000)
- More ...
-
Liquidity Externalities and Adverse Selection: Evidence from Trading after Hours
Barclay, Michael J., (2004)
-
Competition among Trading Venues: Information and Trading on Electronic Communications Networks
Barclay, Michael J., (2003)
-
Competition among Trading Venues: Information and Trading on Electronic Communications Networks
Barclay, Michael J., (2003)
- More ...