Transaction Costs in Dealer Markets: Evidence from the London Stock Exchange

Published Date
Copyright 1996
ISBN 0-226-48847-0
Industrial Organization and Regulation of the Securities Industry
Book: The Industrial Organization and Regulation of the Securities Industry
Book editor: Andrew W. Lo
PUBLISHER: University of Chicago Press
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Topics

Econometrics
Financial Economics

Published From Paper

Transaction Costs in Dealer Markets: Evidence From The London Stock Exchange
- Working Paper
This paper describes regularities in the intraday spreads and prices quoted by dealers on the London Stock Exchange....

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