Baruch, Shmuel (contributor); Karolyi, G. Andrew (contributor) - 2003 - [Elektronische Ressource]
Multi-Market Trading and Liquidity: Theory and
Evidence
Shmuel Baruch1 G. Andrew Karolyi2 Michael L. Lemmon3
November …; liquidity
JEL Classification Codes: F30, G14, G15.
Multi-Market Trading and Liquidity: Theory and Evidence
1 Introduction
With … the U.S. information ratio, which is consistent with our theory.
This paper is an important contribution to the …