Market Microstructure Study on Seven US Stock Exchanges: Panel vs. VAR Methodology

Author: Krishnamurti Chandrasekhar   Sevic Aleksandar   Sevic Zeljko  

Publisher: Emerald Group Publishing Ltd

ISSN: 0307-4358

Source: Managerial Finance, Vol.31, Iss.12, 2005-12, pp. : 58-78

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Abstract