The effect of fragmentation in trading on market quality in the UK equity market
Year of publication: |
January-February 2016
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Authors: | Boneva, Lena ; Linton, Oliver ; Vogt, Michael |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 31.2016, 1, p. 192-213
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Subject: | Börsenkurs | Share price | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Effizienzmarkthypothese | Efficient market hypothesis | Panel | Panel study | Großbritannien | United Kingdom | 2008-2011 |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Konferenzbeitrag ; Conference paper |
Language: | English |
Research data: | |
Other identifiers: | 10.1002/jae.2438 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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