Sources of liquidity for NYSE-listed non-US stocks

Journal of Banking and Finance

Volumn 29, Issue 12, 2005, Pages 3075-3098

  Bacidore, Jeffrey M ^a   Battalio, Robert ^b   Galpin, Neal ^c   Jennings, Robert ^c  

^a Goldman Sachs Group   (United States)

^b UNIVERSITY OF NOTRE DAME   (United States)

^c INDIANA UNIVERSITY   (United States)

Author keywords

Bid ask spreads; Inter market linkage; Limit order book; Liquidity

Indexed keywords

EID: 28044445051     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2004.11.006     Document Type: Article

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