مرکز منطقه ای اطلاع رساني علوم و فناوري - Trades outside the quotes: Reporting delay, trading option, or trade size?

Title of article :

Trades outside the quotes: Reporting delay, trading option, or trade size?

Author/Authors :

Hans R. Stoll، نويسنده , , Christoph Schenzler، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

615

To page :

653

Keywords :

Trading costs , Look-back trading option , MARKET STRUCTURE

Journal title :

Journal of Financial Economics

Serial Year :

2006

Journal title :

Journal of Financial Economics

Record number :

257815

Link To Document :