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Speed of convergence to market efficiency: The role of ECNs · Study

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ArticleSpeed of convergence to market efficiency: The role of ECNs

Dennis Y. Chung2012

Article2012

Speed of convergence to market efficiency: The role of ECNs

Dennis Y. Chung · Karel Hrazdil

17 citations·0/0 files stored·Journal of Empirical Finance

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Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

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References

1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 1991Inferring Trade Direction from Intraday Data 2011Does Algorithmic Trading Improve Liquidity?1990The Noise Trader Approach to Finance 1996Liquidity, Information, and Infrequently Traded Stocks 1996Momentum Strategies 1996Market Microstructure Theory.

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Year2012

Typearticle

Published2012-08-29

VenueJournal of Empirical Finance

ISSN-L0927-5398

Languageen

Citations17

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jempfin.2012.08.006

openalex_workW3123595124

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