Order Consolidation, Price Efficiency, and Extreme...

Journal of Financial and Quantitative Analysis 2008 / 03 Vol. 43; Iss. 1

Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks

Michael J. Barclay, Terrence Hendershott and Charles M. Jones
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Volume:
43
Language:
english
Journal:
The Journal of Financial and Quantitative Analysis
DOI:
10.2307/27647341
Date:
March, 2008
File:
PDF, 2.39 MB
english, 2008
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