The Influence of Information Arrival on Market Microstructure: Evidence from Three Related Markets.
| Year of publication: |
1999
|
|---|---|
| Authors: | Lee, Chun I ; Mathur, Ike |
| Published in: |
The Financial Review. - Eastern Finance Association - EFA. - Vol. 34.1999, 1, p. 1-26
|
| Publisher: |
Eastern Finance Association - EFA |