The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares
Year of publication: |
2018
|
---|---|
Authors: | Frijns, Bart ; Indriawan, Ivan ; Tourani Rad, Alireza |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 56.2018, p. 136-152
|
Subject: | Cross-listings | Market microstructure | Price discovery | Marktmikrostruktur | Börsenkurs | Share price | Zweitlisting | Dual listing | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Marktliquidität | Market liquidity |
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