Liquidity Externalities and Adverse Selection: Evidence from Trading after Hours
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.2004.00646.x/fullpdf
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3. Price discovery and trading after hours;Barclay;Review of Financial Studies,2003
4. Stealth trading and volatility: Which trades move prices?;Barclay;Journal of Financial Economics,1993
5. Price discovery and learning during the preopening period in the Paris Bourse;Biais;Journal of Political Economy,1999
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