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Tekijä:Germain, L.(et al.)
Otsikko:Intra-dealer integration
Lehti:European Financial Management
2010 : SEP, VOL. 16:4, p. 507-527
Asiasana:dealers
integration
stocks
markets
Vapaa asiasana:quotation
international
level
integration
NASDAQ
EASDAQ
LSE
Kieli:eng
Tiivistelmä:This paper researches the quotation behaviour of dealers who made markets in the same stocks on both NASDAQ and either EASDAQ or the LSE. The author based on investigates international integration at the market level, The results finds that while there is some evidence of integration at the market level, integration is hard to detect at the dealer level, but are largely unaffected by differences in fungibility between our two samples.
SCIMA tietueen numero: 272344
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