Trading costs and the relative rates of price discovery in stock, futures, and option markets
Work
Year: 1996
Type: article
Source: Journal of Futures Markets
Institutions Rice University, Duke University
Cites: 17
Cited by: 442
Related to: 10
FWCI: 9.583
Citation percentile (by year/subfield): 99.97
Subfield: Finance
Domain: Social Sciences
Open Access status: closed