Trading mechanisms and value-discovery: Cross-national evidence and policy implications
Open Access
- 1 January 1991
- journal article
- Published by Elsevier in Carnegie-Rochester Conference Series on Public Policy
- Vol. 34, 105-130
- https://doi.org/10.1016/0167-2231(91)90008-s
Abstract
No abstract availableKeywords
This publication has 23 references indexed in Scilit:
- Volatility, Efficiency, and Trading: Evidence from the Japanese Stock MarketThe Journal of Finance, 1991
- How (not) to integrate the European capital marketsPublished by Cambridge University Press (CUP) ,1991
- Explaining intra–day and overnight price behaviorThe Journal of Portfolio Management, 1990
- Business cycles, financial crises, and stock volatilityCarnegie-Rochester Conference Series on Public Policy, 1989
- Liquidity and Asset Prices: Financial Management ImplicationsFinancial Management, 1988
- Expected stock returns and volatilityJournal of Financial Economics, 1987
- Stock return variancesJournal of Financial Economics, 1986
- NoiseThe Journal of Finance, 1986
- Market Behavior in a Clearing HouseEconometrica, 1982
- Asset Price Behavior in a Dealership MarketCFA Magazine, 1982