Price discovery in floor and screen systems

Journal of Empirical Finance

Volumn 9, Issue 4, 2002, Pages 455-474

  Theissen, Erik ^a  

^a UNIVERSITY OF BONN   (Germany)

Author keywords

Common long memory components; Error correction; Floor versus screen trading; Information shares

Indexed keywords

EID: 0036841006     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(02)00005-1     Document Type: Article

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