Pricing behavior in an off-hours computerized market

Journal of Empirical Finance

Volumn 6, Issue 5, 1999, Pages 583-607

  Coppejans, Mark ^a   Domowitz, Ian ^b  

^a DUKE UNIVERSITY   (United States)

^b PENNSYLVANIA STATE UNIVERSITY   (United States)

Author keywords

Automated trade execution; Bid ask spreads; G14; G15; G29; Liquidity; Market efficiency; Price clustering

Indexed keywords

EID: 0008280297     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(99)00014-6     Document Type: Article

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