Order consolidation, price efficiency, and extreme liquidity shocks

Journal of Financial and Quantitative Analysis

Volumn 43, Issue 1, 2008, Pages 93-121

  Barclay, Michael J ^a   Hendershott, Terrence ^b   Jones, Charles M ^c  

^a UNIVERSITY OF ROCHESTER   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c Columbia University ^*  (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 41149112347     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0022109000002763     Document Type: Article

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