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| Tekijä: | Lauterbach, B. |
| Otsikko: | A note on trading mechanism and securities´value: the analysis of rejects from continuous trade |
| Lehti: | Journal of Banking and Finance
2001 : FEB, VOL. 25:2, p. 419-430 |
| Asiasana: | LIQUIDITY SECURITIES TRADING |
| Kieli: | eng |
| Tiivistelmä: | The authors examine 97 stocks that moved from continuous trade back to single daily auctions. The response to exit from continuous trade is almost a mirror image of the entry response documented in Amihud et al., 1997 (Journal of Financial Economics 45, p. 365-390). |
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