Round-the-clock Trading: Evidence from U.K. Cross-Listed Securities
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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
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美国国家经济研究局创建时间：
1993-07-01
