Chelley-Steeley, Patricia - In: European Financial Management 11 (2005) 3, pp. 387-424
"On 20 October 1997 the London Stock Exchange introduced a new trading system called SETS. This system was to replace the dealer system SEAQ, which had been in operation since 1986. Using the iterative sum of squares test introduced by Inclan and Tiao (1994), we investigate whether there was a...
