Life After the Big Board Goes Electronic1
Part of the Zicklin School of Business Financial Markets Series book series (CUNY)
KeywordsTrading Volume Equity Market Price Discovery Order Book Order Flow
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
We thank Miroslav Budimir, Rainer Riess, Martin Reck, and Jamie Selway for their assistance and comments on an earlier draft of this paper. We are also grateful to an anonymous referee and the editor, Rodney Sullivan, for additional useful comments.
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