MULTIMARKET TRADING AND MARKET LIQUIDITY

[1] A Theory of Intraday Patterns: Volume and Price Variability [J]. REVIEW OF FINANCIAL STUDIES, 1988, 1 (01) : 3 - 40

[2] AMIHUD Y, 1985, MARKET MAKING CHANGI

[3] TRADING COSTS, LIQUIDITY, AND ASSET HOLDINGS [J]. REVIEW OF FINANCIAL STUDIES, 1991, 4 (02) : 343 - 360

[4] BLOCH E, 1979, IMPENDING CHANGES SE

[5] Cohen K., 1986, MICROSTRUCTURE SECUR

[6] FISHMAN MJ, 1990, INSIDER TRADING EFFI

[7] Freedman R., 1989, THEORY IMPACT INT CR

[8] GROSSMAN SJ, 1990, INFORMATION ROLE UPS

[9] TRANSMISSION OF VOLATILITY BETWEEN STOCK MARKETS [J]. REVIEW OF FINANCIAL STUDIES, 1990, 3 (01) : 5 - 35

[10] KUMAR P, 1990, INFORMATION INDEX AR

[1] A Theory of Intraday Patterns: Volume and Price Variability [J]. REVIEW OF FINANCIAL STUDIES, 1988, 1 (01) : 3 - 40

[2] AMIHUD Y, 1985, MARKET MAKING CHANGI

[3] TRADING COSTS, LIQUIDITY, AND ASSET HOLDINGS [J]. REVIEW OF FINANCIAL STUDIES, 1991, 4 (02) : 343 - 360

[4] BLOCH E, 1979, IMPENDING CHANGES SE

[5] Cohen K., 1986, MICROSTRUCTURE SECUR

[6] FISHMAN MJ, 1990, INSIDER TRADING EFFI

[7] Freedman R., 1989, THEORY IMPACT INT CR

[8] GROSSMAN SJ, 1990, INFORMATION ROLE UPS

[9] TRANSMISSION OF VOLATILITY BETWEEN STOCK MARKETS [J]. REVIEW OF FINANCIAL STUDIES, 1990, 3 (01) : 5 - 35

[10] KUMAR P, 1990, INFORMATION INDEX AR