Round-the-clock Trading: Evidence from U.K. Cross-Listed Securities
收藏NBER1993-07-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w4410
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资源简介：
This paper uses transactions data from the London Stock Exchange to characterize the intraday pattern of security prices and trading volume for securities trading on SEAQ. It focuses in more detail on a sample of U.K. firms that are cross-listed on the NYSE. Using additional data from the NYSE-AMEX
提供机构：
美国国家经济研究局
创建时间：
1993-07-01
