Trading Mechanisms and Market Quality: Call Markets versus Continuous Auction Markets
Author:
Affiliation:
1. Department of International Business; National Chengchi University; Taipei; Taiwan
Publisher
Wiley
Subject
Economics and Econometrics,Finance
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-2443.2011.01138.x/fullpdf
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5. Market Microstructure and Securities Values: Evidence from the Tel Aviv Stock Exchange;Amihud;Journal of Financial Economics,1997
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