The influence of information arrival on market microstructure: Evidence from three related markets

Chun I. Lee; Ike Mathur

doi:10.1111/j.1540-6288.1999.tb00442.x

The influence of information arrival on market microstructure: Evidence from three related markets

Chun I. Lee
, Ike Mathur

Texas Southern University
Southern Illinois University Carbondale

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	1-26
Number of pages	26
Journal	Financial Review
Volume	34
Issue number	1
DOIs	https://doi.org/10.1111/j.1540-6288.1999.tb00442.x
State	Published - Feb 1999
Externally published	Yes

ASJC Scopus Subject Areas

Finance
Economics and Econometrics

Keywords

Index futures
Information arrival
Microstructure

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10.1111/j.1540-6288.1999.tb00442.x

Cite this

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IS - 1

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The influence of information arrival on market microstructure: Evidence from three related markets

ASJC Scopus Subject Areas

Keywords

Access to Document

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