Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks
โ Scribed by Michael J. Barclay; William G. Christie; Jeffrey H. Harris; Eugene Kandel; Paul H. Schultz
- Book ID
- 108502828
- Publisher
- John Wiley and Sons
- Year
- 1999
- Tongue
- English
- Weight
- 645 KB
- Volume
- 54
- Category
- Article
- ISSN
- 0022-1082
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
## Abstract This article provides empirical evidence on the intraday relation between spot volatility and trading volume in the Spanish stock index futures market. GARCH methodology is used to estimate spot volatility. We analyze the potential relation between spot and futures trading volume and sp
Almost two years after the unprecedented October 1987 crash, we are still haunted by questions about what went wrong. There is a lingering feeling that the financial system, and our securities markets in particular, may be flawed in some fundamental way, but there is no emerging consensus on what th
The current study tests for the law of one price (LOP) in MERCOSUR rice markets and between the MERCOSUR and major rice exporters in the light of recent Argentinean and Brazilian unilateral reforms and regional integration. Johansen's multivariate cointegration testing procedures support the existen