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Transparency and Fragmentation. (2002). Wells, Stephen ; Sutcliffe, Charles ; Board, John.
In: Palgrave Macmillan Books.
RePEc:pal:palbok:978-1-4039-0707-3.

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  1. Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading. (2003). ap Gwilym, Owain ; Alibo, Evamena .
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:23:y:2003:i:7:p:647-659.

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  32. Intra Day Bid‐Ask Spreads, Trading Volume and Volatility: Recent Empirical Evidence from the London Stock Exchange. (2004). Hudson, Robert ; Cai, Charlie X ; Keasey, Kevin.
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  33. Intra Day Bid-Ask Spreads, Trading Volume and Volatility: Recent Empirical Evidence from the London Stock Exchange. (2004). Hudson, Robert ; Cai, Charlie X. ; Keasey, Kevin.
    In: Journal of Business Finance & Accounting.
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  34. Transparency and Fragmentation. (2002). Wells, Stephen ; Sutcliffe, Charles ; Board, John.
    In: Palgrave Macmillan Books.
    RePEc:pal:palbok:978-1-4039-0707-3.

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  35. Daily Closing Inside Spreads and Trading Volumes around Earnings Announcements. (2002). Tonks, Ian ; Acker, Daniella ; Stalker, Matthew.
    In: FMG Discussion Papers.
    RePEc:fmg:fmgdps:dp404.

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  36. Daily closing inside spreads and trading volumes around earnings announcements. (2002). Tonks, Ian ; Acker, Daniella ; Stalker, Mathew .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24908.

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  37. Explaining the intra-day variation in the bid-ask spread in competitive dealership markets - A research note 1. (1999). Wright, Robert ; Levin, Eric J..
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    RePEc:eee:finmar:v:2:y:1999:i:2:p:179-191.

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  38. Can trading volume explain option prices?. (1998). Nagel, Hartmut ; Schobel, Rainer .
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    RePEc:zbw:tuedps:128.

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  39. Inter- and intra-day liquidity patterns on the Stock Exchange of Hong Kong. (1998). Chung, Dennis Y. ; Brockman, Paul.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:8:y:1998:i:3-4:p:277-298.

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  40. Utilising Time Series Methods to Assess Information and Inventory Effects in a Dealer Market in Illiquid Stocks. (1996). Tonks, Ian ; snell, andy.
    In: FMG Discussion Papers.
    RePEc:fmg:fmgdps:dp242.

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