Floor versus screen trading: Evidence from the German stock market

Journal of Institutional and Theoretical Economics

Volumn 158, Issue 1, 2002, Pages 32-54

  Theissen, Erik ^a  

^a UNIVERSITY OF BONN   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036004326     PISSN: 09324569     EISSN: None     Source Type: Journal    
DOI: 10.1628/0932456022975484     Document Type: Conference Paper

References (36)

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5. Price effects of trading and components of the bid-ask spread on the Paris bourse
6. Liquidity, information, and infrequently traded stocks
7. Was leisten die kursmakler? Eine empirische untersuchung am beispiel der frankfurter wertpapierbörse
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14. The trading profits of SOES bandits
15. Optimal dealer pricing under transaction and return uncertainty
16. Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE
17. Inferring trade direction from intraday data
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19. Interaction between Financial Markets
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21. A comparison of transaction costs between competitive market maker and specialist market structures
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24. Parkett oder computer?
25. Deutsche börsen im leistungsvergleich: IBIS und BOSS-CUBE
26. Equilibrium block trading and asymmetric information
27. Price transmission and information asymmetry in bund futures markets: LIFFE vs. DTB
28. A further investigation of the lead-lag relationship between the cash market and stock index futures market with the use of bid/ask quotes: The case of France
29. Inferring the components of the bid-ask spread: Theory and empirical tests
30. Asymmetric information and the bid-ask spread: An empirical comparison between automated order execution and open outcry auction
31. A heteroskedasticity consistent covariance matrix estimator and a direct test for heteroskedasticity