Narrow search
Showing 1 - 7 of 7
Cover Image
SETS, Arbitrage Activity, and Stock Price Dynamics
Taylor, Nick; van Dijk, Dick; Franses, Philip Hans; … - 1999
This paper provides an empirical description of the relationshipbetween the trading system operated by a stockexchange and the transaction costs faced by heterogeneous investors who use the exchange. Therecent introduction ofSETS in the London Stock Exchange provides an excellent opportunity...
Persistent link: https://www.econbiz.de/10010324378
Cover Image
SETS, arbitrage activity, and stock price dynamics
Taylor, Nick (contributor) - 1999
Persistent link: https://www.econbiz.de/10001364933
Cover Image
SETS, arbitrage activity, and stock price dynamics
Taylor, Nicholas; Dijk, Dick van; Franses, Philip Hans; … - 1999
This paper provides an empirical description of the relationshipbetween the trading system operated by a stockexchange and the transaction costs faced by heterogeneous investors who use the exchange. Therecent introduction ofSETS in the London Stock Exchange provides an excellent opportunity...
Persistent link: https://www.econbiz.de/10011300557
Cover Image
Time-varying price discovery in the eighteenth century : empirical evidence from the London and Amsterdam stock markets
Bell, Adrian R.; Brooks, Chris; Taylor, Nicholas - In: Cliometrica : journal of historical economics and … 10 (2016) 1, pp. 5-30
Persistent link: https://www.econbiz.de/10011492239
Cover Image
Intraday and interday basis dynamics : evidence from the FTSE 100 index futures market
Garrett, Ian (contributor); Taylor, Nicholas (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 5 (2001) 2, pp. 133-152
Persistent link: https://www.econbiz.de/10001769747
Cover Image
SETS, arbitrage activity, and stock price dynamics
Taylor, Nicholas (contributor) - In: Journal of banking & finance 24 (2000) 8, pp. 1289-1306
Persistent link: https://www.econbiz.de/10001491422
Cover Image
A new econometric model of index arbitrage
Taylor, Nicholas - In: European financial management : the journal of the … 13 (2007) 1, pp. 159-183
Persistent link: https://www.econbiz.de/10003550387