A comparison of trading and non-trading mechanisms for price discovery
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference25 articles.
1. Price discovery and trading after hours;Barclay;Review of Financial Studies,2003
2. Liquidity externalities and adverse selection: evidence from trading after hours;Barclay;Journal of Finance,2004
3. Stealth trading and volatility: which trades move prices?;Barclay;Journal of Financial Economics,1993
4. Private information, trading volume and stock return variances;Barclay;Review of Financial Studies,1990
5. Price discovery and learning during the preopening period in the Paris Bourse;Biais;Journal of Political Economy,1999
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