The anatomy of a call market

Journal of Financial Intermediation

Volumn 10, Issue 3-4, 2001, Pages 249-270

  Kehr, Carl Heinrich ^a   Krahnen, Jan P ^b,c   Theissen, Erik ^d  

^a Barra International   (Germany)

^b GOETHE UNIVERSITY   (Germany)

^c Center for Financial Studies   (Germany)

^d UNIVERSITY OF BONN   (Germany)

Author keywords

Bid ask spread; Call auctions; Specialist behavior; Transaction costs

Indexed keywords

EID: 0035197926     PISSN: 10429573     EISSN: None     Source Type: Journal    
DOI: 10.1006/jfin.2001.0314     Document Type: Article

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