Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio

✍ Scribed by Chris Florackis; Andros Gregoriou; Alexandros Kostakis

• Book ID: 116615909
• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 372 KB
• Volume: 35
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/j.jbankfin.2011.05.014