Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange

Author： Carollo Angelo   Vaglica Gabriella   Lillo Fabrizio   Mantegna Rosario N.  

Publisher： Routledge Ltd

ISSN： 1469-7688

Source： Quantitative Finance, Vol.12, Iss.4, 2012-04, pp. : 517-530

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