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Volumn 49, Issue 6, 1997, Pages 515-531

Multi-market trading and the informativeness of stock trades: An empirical intraday analysis

Author keywords

Multi market trading; Trade informativeness

Indexed keywords


EID: 0042234865     PISSN: 00129933     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0148-6195(97)00037-4     Document Type: Article
Times cited : (6)

References (16)
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  • 2
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  • 3
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    • Chowdhry, B.1    Nanda, B.2
  • 4
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    • Variations in trading volume, return volatility, and trading costs: Evidence on recent price formation models
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  • 5
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    • Estimating the components of the bid-ask spread: A new approach
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  • 7
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  • 10
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    • Measuring the information content of stock trades
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    • Hasbrouck, J.1
  • 11
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    • Continuous auctions and insider trading
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  • 12
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    • Market fragmentation and price-execution in NYSE-listed securities
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  • 13
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  • 14
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    • Lin, J., Sanger, G., and Booth, J. 1995. Trade size and components of the bid-ask spread. Review of Financial Studies 8(4):1153-1183.
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  • 15
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  • 16
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.