مرکز منطقه ای اطلاع رساني علوم و فناوري - Price discovery in high and low volatility periods: open outcry versus electronic trading

Title of article :

Price discovery in high and low volatility periods: open outcry versus electronic trading

Author/Authors :

Martin Martens، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1998

Pages :

From page :

243

To page :

260

Keywords :

Trading mechanisms , cointegration , High-frequency data

Journal title :

Journal of International Financial Markets, Institutions and Money

Serial Year :

1998

Journal title :

Journal of International Financial Markets, Institutions and Money

Record number :

189549

Link To Document :