THE MARKET - Price Improvement and Price Discovery on a Primary Market - This article analyzes the relationship between price improvement and price discovery on the American Stock Exchange. The authors present empirical evidence based on October 1996 quote and transaction data on the magnitude and frequency of price improvement and on price improvement's relationship to price discovery. Price ...
Year of publication: |
1999
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Authors: | Handa, Puneet ; Schwartz, Robert A. ; Tiwari, Ashish |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 25.1999, 3, p. 55-64
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