The Total Cost of Trading Belgian: Brussels versus London

Hans Degryse

Cahiers de Recherches Economiques du Département d'économie from Université de Lausanne, Faculté des HEC, Département d’économie

Abstract: This paper uses transactions, quotation, and limit order book data to investigate competition between the Brussels CATS market and SEAQ International. It Focuses in more detail on the liquidity (indirect costs) measured by the quoted and effective bid-ask spread.

Keywords: cost of trading shares; Brussels stock exchange; SEAQ international (search for similar items in EconPapers)
JEL-codes: G15 (search for similar items in EconPapers)
Pages: 31 pages
Date: 1996-02
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Published in Journal of Banking and Finance, vol.23 (9), sept. 1999, pp. 1331-1355

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Persistent link: https://EconPapers.repec.org/RePEc:lau:crdeep:9602

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