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Volumn 25, Issue 2, 2001, Pages 419-430

A note on trading mechanism and securities' value: The analysis of rejects from continuous trade

Author keywords

Continuous trade optimality; G14; Market microstructure change; Stock liquidity; Thin trading

Indexed keywords


EID: 0042350828     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(99)00132-6     Document Type: Article
Times cited : (29)

References (11)
  • 1
    • 0031234564 scopus 로고    scopus 로고
    • Market microstructure and securities values: Evidence from the Tel-Aviv Stock Exchange
    • Amihud Y., Mendelson H., Lauterbach B. Market microstructure and securities values: Evidence from the Tel-Aviv Stock Exchange. Journal of Financial Economics. 45:1997;365-390.
    • (1997) Journal of Financial Economics , vol.45 , pp. 365-390
    • Amihud, Y.1    Mendelson, H.2    Lauterbach, B.3
  • 3
  • 4
    • 0000463443 scopus 로고
    • Insider trading, liquidity, and the role of the monopolist specialist
    • Glosten L. Insider trading, liquidity, and the role of the monopolist specialist. Journal of Business. 62:1989;211-235.
    • (1989) Journal of Business , vol.62 , pp. 211-235
    • Glosten, L.1
  • 7
    • 0031523151 scopus 로고    scopus 로고
    • Transfer to continuous trading and its impact on return and volume behavior
    • Lauterbach B., Ungar M. Transfer to continuous trading and its impact on return and volume behavior. Journal of Financial Services Research. 12:1997;39-50.
    • (1997) Journal of Financial Services Research , vol.12 , pp. 39-50
    • Lauterbach, B.1    Ungar, M.2
  • 8
    • 84977707526 scopus 로고
    • Trading mechanisms in securities markets
    • Madhavan A. Trading mechanisms in securities markets. Journal of Finance. 47:1992;607-641.
    • (1992) Journal of Finance , vol.47 , pp. 607-641
    • Madhavan, A.1
  • 9
    • 0011049386 scopus 로고
    • Random competitive exchange: Price distributions and gains from trade
    • Mendelson H. Random competitive exchange: Price distributions and gains from trade. Journal of Economic Theory. 37:1985;254-280.
    • (1985) Journal of Economic Theory , vol.37 , pp. 254-280
    • Mendelson, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.