Where does information processing in a fragmented market take place? : evidence from the Swiss stock market after MiFID
Year of publication: |
2012
|
---|---|
Authors: | Kohler, Alexander ; Wyss, Rico von |
Publisher: |
St. Gallen : School of Finance, Univ. of |
Subject: | MiFID | Price Discovery | Multivariate Autoregressive Conditional Intensity | Schweiz | Switzerland | Aktienmarkt | Stock market | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Finanzmarkt | Financial market |
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