Symposium on market microstructure: A review of empirical research

Financial Review

Volumn 34, Issue 4, 1999, Pages 1-27

  Coughenour, Jay ^a   Shastri, Kuldeep ^b  

^a UNIVERSITY OF DELAWARE   (United States)

^b UNIVERSITY OF PITTSBURGH   (United States)

Author keywords

Bid ask spreads; Components of spreads; Derivative and underlying market interactions; Nasdaq; Order flow

Indexed keywords

EID: 33748331805     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/j.1540-6288.1999.tb00467.x     Document Type: Article

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