Noise and the trading mechanism: The case of SETS

European Financial Management

Volumn 11, Issue 3, 2005, Pages 387-424

  Chelley Steeley, Patricia ^a  

^a ASTON UNIVERSITY   (United Kingdom)

Author keywords

G16; Noise; Opening and closing returns; SETS; Trading mechanism

Indexed keywords

EID: 84977772598     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/j.1354-7798.2005.00289.x     Document Type: Article

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