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Trading frictions and market structure : an empirical analysis
Cai, Charlie X.; Hillier, David; Hudson, Robert; … - In: Journal of business finance & accounting : JBFA 35 (2008) 3/4, pp. 563-579
Persistent link: https://www.econbiz.de/10003715203
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Trading Frictions and Market Structure: An Empirical Analysis
Cai, Charlie X.; Hillier, David; Hudson, Robert; … - In: Journal of business finance & accounting : JBFA 35 (2008) 3, pp. 563-579
Persistent link: https://www.econbiz.de/10007995592
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Intra Day Bid-Ask Spreads, Trading Volume and Volatility: Recent Empirical Evidence from the London Stock Exchange
Cai, Charlie X.; Hudson, Robert; Keasey, Kevin - In: Journal of business finance & accounting : JBFA 31 (2004) 5, pp. 647-676
Persistent link: https://www.econbiz.de/10006963255