A comparison of trading and non-trading mechanisms for price discovery

Journal of Empirical Finance

Volumn 15, Issue 5, 2008, Pages 839-849

  Barclay, Michael J ^a   Hendershott, Terrence ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Market microstructure; Price discovery; Price efficiency; Trading mechanisms; Volatility

Indexed keywords

EID: 52049090352     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2008.03.001     Document Type: Article

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