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Price discovery in high and low volatility periods: open outcry versus electronic trading

Journal of International Financial Markets, Institutions and Money, 8(3-4): 243--260, 1998.
Authors: Martin Martens
URL: http://www.sciencedirect.com/science/article/B6VGT-3W9MKYF-3/1/8c25c8e024adfd98e9400509170a0b19
Tags: Trading mechanisms
| URL | BibTeX  
@article{Martens1998,
title = {Price discovery in high and low volatility periods: open outcry versus electronic trading},
author = {Martin Martens},
journal = {Journal of International Financial Markets, Institutions and Money},
month = {Dec},
number = {3-4},
pages = {243--260},
url = {http://www.sciencedirect.com/science/article/B6VGT-3W9MKYF-3/1/8c25c8e024adfd98e9400509170a0b19},
volume = {8},
year = {1998},
keywords = {Trading mechanisms }
}