Trades outside the quotes: Reporting delay, trading option, or trade size?

Journal of Financial Economics

Volumn 79, Issue 3, 2006, Pages 615-653

  Stoll, Hans R ^a   Schenzler, Christoph ^a  

^a VANDERBILT UNIVERSITY   (United States)

Author keywords

Look back trading option; Market structure; Trading costs

Indexed keywords

EID: 32544441909     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2005.03.006     Document Type: Article

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