The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares
Frijns, Bart; Indriawan, Ivan; Tourani-Rad, Alireza
- 期刊名称International Review of Financial Analysis
- 作者Frijns, Bart; Indriawan, Ivan; Tourani-Rad, Alireza
- 卷第56卷
- 印刷ISSN1057-5219
- 文件大小898.80KB
- 发表时间2018-03
- DOI10.1016/j.irfa.2018.01.005
- 页码136-152