The value of the floor

Daniel Weaver () and Xing Zhou ()

Review of Quantitative Finance and Accounting, 2010, vol. 35, issue 3, 243 pages

Keywords: Microstructure; Asymmetric information; Trading floor; Volatility; Transaction costs; G1; G14; G18 (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s11156-009-0152-9

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