Trading Mechanisms and Market Quality: Evidence from the London Stock Exchange

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)84-112
Journaljournal of economics and business research
VolumeXIX
Issue number1
Publication statusPublished - 2013

Keywords

  • London Stock Exchange, SEAQ, SETS, SETSmm, informational efficiency, spread sensitivity, volatility

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