Trading costs and price discovery

Siu-Kai Choy () and Hua Zhang ()

Review of Quantitative Finance and Accounting, 2010, vol. 34, issue 1, 37-57

Keywords: Trading costs; Price discovery; Information share; Equity index markets; G190 (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (19)

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DOI: 10.1007/s11156-009-0118-y

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