Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis
| Year of publication: |
2004
|
|---|---|
| Authors: | Pascual, Roberto ; Escribano, Alvaro ; Tapia, Mikel |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 28.2004, 1, p. 107-128
|
| Publisher: |
Elsevier |