메뉴 건너뛰기




Volumn 24, Issue 4, 2000, Pages 603-624

Winners and losers from the introduction of continuous variable price trading: Evidence from the Riga Stock Exchange

Author keywords

Emerging markets; G12; G14; G15; G18; Liquidity; Market microstructure; Trading systems

Indexed keywords


EID: 0006761284     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(99)00082-5     Document Type: Article
Times cited : (10)

References (14)
  • 1
    • 0031234564 scopus 로고    scopus 로고
    • Market microstructure and securities values: Evidence from Tel Aviv Stock Exchange
    • Amihud Y., Mendelson H., Lauterbach B. Market microstructure and securities values: Evidence from Tel Aviv Stock Exchange. Journal of Financial Economics. 45:1997;365-390.
    • (1997) Journal of Financial Economics , vol.45 , pp. 365-390
    • Amihud, Y.1    Mendelson, H.2    Lauterbach, B.3
  • 4
    • 84944836521 scopus 로고
    • Asset pricing and the bid-ask spread
    • Copeland T., Galai D. Asset pricing and the bid-ask spread. Journal of Finance. 38:1983;1457-1469.
    • (1983) Journal of Finance , vol.38 , pp. 1457-1469
    • Copeland, T.1    Galai, D.2
  • 5
  • 8
    • 0345401653 scopus 로고
    • Bid ask and transaction prices in a specialist market with heterogeneously informed traders
    • Glostein L.R., Milgrom P.R. Bid ask and transaction prices in a specialist market with heterogeneously informed traders. Journal of Financial Economics. 14:1985;71-100.
    • (1985) Journal of Financial Economics , vol.14 , pp. 71-100
    • Glostein, L.R.1    Milgrom, P.R.2
  • 9
    • 0000731575 scopus 로고
    • Trades quotes, inventories, and information
    • Hasbrouck J. Trades quotes, inventories, and information. Journal of Financial Economics. 22:1988;229-252.
    • (1988) Journal of Financial Economics , vol.22 , pp. 229-252
    • Hasbrouck, J.1
  • 11
    • 84993901781 scopus 로고
    • The effect of market segmentation and illiquidity on asset prices: Evidence from exchange listings
    • Kadlec G.B., McConnell J.J. The effect of market segmentation and illiquidity on asset prices: Evidence from exchange listings. Journal of Finance. 49:1994;611-636.
    • (1994) Journal of Finance , vol.49 , pp. 611-636
    • Kadlec, G.B.1    McConnell, J.J.2
  • 13
    • 0041833968 scopus 로고    scopus 로고
    • Riga Stock Exchange Riga Stock Exchange, Riga
    • Riga Stock Exchange, 1998a. 1998 Guide to Listed Companies. Riga Stock Exchange, Riga.
    • (1998) 1998 Guide to Listed Companies


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.