✦ LIBER ✦

Price discovery in high and low volatility periods: open outcry versus electronic trading

✍ Scribed by Martin Martens

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Order Imbalance in the FTSE Index Future

✍ Zi Ning; Yiuman Tse 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 258 KB

Information transmission in electronic v

✍ Aysegul Ates; George H. K. Wang 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 227 KB

Price discovery and volatility spillover

✍ Daniel Rittler 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 454 KB