|
|||||
|
|
The Role of Pre‐Existing Liquidity in Determining Pricing Efficiency and Liquidity Gains Following the Introduction of SETSmm |
|
| Authors: | Patricia L. Chelley‐Steeley |
| Affiliation: | Aston Business School, Aston University, Birmingham, UK |
| Abstract: | |
| Keywords: | microstructure pricing efficiency trading system liquidity |