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Electronic Screen Trading and the Transmission of Information: An Empirical Examination · Study

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ArticleElectronic Screen Trading and the Transmission of Information: An Empirical Examination

Andreas Grünbichler1994

Article1994

Electronic Screen Trading and the Transmission of Information: An Empirical Examination

Andreas Grünbichler · Francis A. Longstaff · Eduardo S. Schwartz

137 citations·0/0 files stored·Journal of Financial Intermediation

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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1997High frequency analysis of lead-lag relationships between financial markets 1996Market liquidity and depth on computerized and open outcry trading systems: A comparison of DTB and LIFFE bund contracts 2002Price discovery in floor and screen trading systems 199622 Modeling market microstructure time series 2004Price Dynamics in the Regular and E-Mini Futures Markets 1999A further investigation of the lead-lag relationship between the spot market and stock index futures: Early evidence from Korea 2011Price discovery in spot and futures markets: a reconsideration 1996Intraday return dynamics between the cash and the futures markets in Japan

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Year1994

Typearticle

Published1994-03-01

VenueJournal of Financial Intermediation

ISSN-L1042-9573

Languageen

Citations137

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1006/jfin.1994.1002

openalex_workW2027460478

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