Reference35 articles.
1. Bacidore, J., Lipson, M.L., 2001. The effects of opening and closing procedures on the NYSE and Nasdaq. Unpublished Working Paper.
2. Stealth trading and volatility: which trades move prices?;Barclay;Journal of Financial Economics,1993
3. Liquidity externalities and adverse selection: evidence from trading after hours;Barclay;Journal of Finance,2004
4. A comparison of trading and non-trading mechanisms for price discovery;Barclay;Journal of Empirical Finance,2008
5. Private information, trading volume, and stock return variances;Barclay;Review of Financial Studies,1990
Cited by
11 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献