The market quality of dealer versus hybrid markets: The case of moderately liquid securities

NCUIR > School of Management at National Central University > Graduate Institute of Finance > journal & Dissertation > Item 987654321/31318

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/31318

Title:	The market quality of dealer versus hybrid markets: The case of moderately liquid securities
Authors:	Lai,Hung-Neng
Contributors:	財務金融研究所
Keywords:	EXECUTION COSTS;STOCK-EXCHANGE;TRADING COSTS;TRADED STOCKS;SPECIALIST;AUCTION;NASDAQ;NYSE;VOLATILITY
Date:	2007
Issue Date:	2010-07-06 17:42:05 (UTC+8)
Publisher:	中央大學
Abstract:	Over the last decade, electronic limit-order trading systems have been sweeping securities exchanges around the world. This paper studies a transitional case, namely, the commencement of trading of a group of moderately liquid stocks on SETS of the London
Relation:	JOURNAL OF BUSINESS FINANCE & ACCOUNTING
Appears in Collections:	[Graduate Institute of Finance] journal & Dissertation

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