Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange
Carollo, Angelo; Vaglica, Gabriella; Lillo, Fabrizio; Mantegna, Rosario N.
- 期刊名称Quantitative Finance
- 作者Carollo, Angelo; Vaglica, Gabriella; Lillo, Fabrizio; Mantegna, Rosario N.
- 卷第12卷
- 期第4期
- 印刷ISSN1469-7688
- 电子ISSN1469-7696
- 文件大小1509.77KB
- 发表时间2012-04
- DOI10.1080/14697688.2012.664910
- 页码517-530