مرکز منطقه ای اطلاع رساني علوم و فناوري - The\Impact of transaction costs on price discovery: Evidence from cross-listed stock\Index futures contrac

Title of article :

The\Impact of transaction costs on price discovery: Evidence from cross-listed stock\Index futures contrac

Author/Authors :

Alex Frino، نويسنده , , Andrew-West، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

139

To page :

151

Keywords :

Price discovery , Osaka SecuritiesExchange , SIMEX , Transaction costs , Securities market microstructure

Journal title :

Pacific-Basin Finance Journal

Serial Year :

2003

Journal title :

Pacific-Basin Finance Journal

Record number :

249351

Link To Document :