Price discovery in high and low volatility periods: Open outcry versus electronic trading

Journal of International Financial Markets, Institutions and Money

Volumn 8, Issue 3-4, 1998, Pages 243-260

  Martens, Martin ^a  

^a LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

Cointegration; G14; G15; High frequency data; Trading mechanisms

Indexed keywords

EID: 0032324633     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1042-4431(98)00044-4     Document Type: Article

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