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Price discovery in floor and screen trading systems
Theissen, Erik - In: Journal of empirical finance 9 (2002) 4, pp. 455-474
Persistent link: https://www.econbiz.de/10001711976
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Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects
Grammig, Joachim; Melvin, Michael; Schlag, Christian - In: Journal of empirical finance 12 (2005) 1, pp. 139-164
Persistent link: https://www.econbiz.de/10007225892
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Internationally cross-listed stock prices during overlapping trading hours : price discovery and exchange rate effects
Grammig, Joachim; Melvin, Michael; Schlag, Christian - In: Journal of empirical finance 12 (2005) 1, pp. 139-164
Persistent link: https://www.econbiz.de/10002643549
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Price discovery in floor and screen trading systems
Theissen, Erik - In: Journal of empirical finance 9 (2002) 4, pp. 455
Persistent link: https://www.econbiz.de/10007234578
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Bitcoin unchained : determinants of cryptocurrency exchange liquidity
Brauneis, Alexander; Mestel, Roland; Riordan, Ryan; … - In: Journal of empirical finance 69 (2022), pp. 106-122
Persistent link: https://www.econbiz.de/10013478521
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Small is beautiful? : how the introduction of mini futures contracts affects the regular contracts
Greppmair, Stefan; Theissen, Erik - In: Journal of empirical finance 67 (2022), pp. 19-38
Persistent link: https://www.econbiz.de/10013464357
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The anatomy of a fee change : evidence from cryptocurrency markets
Brauneis, Alexander; Mestel, Roland; Riordan, Ryan; … - In: Journal of empirical finance 67 (2022), pp. 152-167
Persistent link: https://www.econbiz.de/10013464386