The total cost of trading Belgian shares: Brussels versus London
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- Degryse, Hans, 1997. "The Total Cost of Trading Belgian Shares: Brussels versus London," CEPR Discussion Papers 1581, C.E.P.R. Discussion Papers.
- Degryse, H.A., 1996. "The total cost of trading Belgian shares : Brussels versus London," Discussion Paper 1996-105, Tilburg University, Center for Economic Research.
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Citations
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Cited by:
- Timotheos Angelidis & Alexandros Benos, 2009.
"The Components of the Bid-Ask Spread: the Case of the Athens Stock Exchange,"
European Financial Management,
European Financial Management Association, vol. 15(1), pages 112-144.
- Timotheos Angelidis & Alexandros Benos, "undated". "The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange," Working Papers 0615, University of Crete, Department of Economics.
- Nielsson, Ulf, 2009. "Stock exchange merger and liquidity: The case of Euronext," Journal of Financial Markets, Elsevier, vol. 12(2), pages 229-267, May.
- Angel Pardo & Roberto Pascual, 2012. "On the hidden side of liquidity," The European Journal of Finance, Taylor & Francis Journals, vol. 18(10), pages 949-967, November.
- Héléna Beltran-Lopez & Pierre Giot & Joachim Grammig, 2009.
"Commonalities in the order book,"
Financial Markets and Portfolio Management,
Springer;Swiss Society for Financial Market Research, vol. 23(3), pages 209-242, September.
- Helena, BELTRAN & Pierre, GIOT & Joachim, GRAMMIG, 2005. "Commonalities in the order book," Discussion Papers (ECON - Département des Sciences Economiques) 2005014, Université catholique de Louvain, Département des Sciences Economiques.
- BELTRAN, Helena & GIOT, Pierre & GRAMMIG, Joachim, 2005. "Commonalities in the order book," CORE Discussion Papers 2005011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Beltran-Lopez, Héléna & Giot, Pierre & Grammig, Joachim G., 2009. "Commonalities in the order book," CFR Working Papers 09-05, University of Cologne, Centre for Financial Research (CFR).
- Helena, BELTRAN & Alain, DURRE & Pierre, GIOT, 2004.
"Volatility regimes and the provisions of liquidity in order book markets,"
Discussion Papers (ECON - Département des Sciences Economiques)
2005015, Université catholique de Louvain, Département des Sciences Economiques.
- BELTRAN, Helena & DURRE, Alain & GIOT, Pierre, 2005. "Volatility regimes and the provision of liquidity in order book markets," CORE Discussion Papers 2005012, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Frey, Stefan & Sandås, Patrik, 2009. "The impact of iceberg orders in limit order books," CFR Working Papers 09-06, University of Cologne, Centre for Financial Research (CFR).
- Helena Beltran & Alain Durré & Pierre Giot, 2004. "How does liquidity react to stress periods in a limit order market?," Working Paper Research 49, National Bank of Belgium.
- Viswanathan, S. & Wang, James J. D., 2002. "Market architecture: limit-order books versus dealership markets," Journal of Financial Markets, Elsevier, vol. 5(2), pages 127-167, April.
- Degryse, Hans, 1999.
"The total cost of trading Belgian shares: Brussels versus London,"
Journal of Banking & Finance,
Elsevier, vol. 23(9), pages 1331-1355, September.
- Degryse, H.A., 1996. "The total cost of trading Belgian shares : Brussels versus London," Discussion Paper 1996-105, Tilburg University, Center for Economic Research.
- Degryse, Hans, 1997. "The Total Cost of Trading Belgian Shares: Brussels versus London," CEPR Discussion Papers 1581, C.E.P.R. Discussion Papers.
- Beltran, Helena & Durré, Alain & Giot, Pierre, 2009. "Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext," Global Finance Journal, Elsevier, vol. 20(1), pages 80-97.
- Marco Pagano, 1998. "The Changing Microstructure of European Equity Markets," CSEF Working Papers 04, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- : Arie E. Gozluklu, 2012. "Pre-Trade Transparency and Informed Trading an Experimental Approach to Hidden Liquidity," Working Papers wpn12-05, Warwick Business School, Finance Group.
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- Gajewski, Jean-Francois & Gresse, Carole, 2007. "Centralised order books versus hybrid order books: A paired comparison of trading costs on NSC (Euronext Paris) and SETS (London Stock Exchange)," Journal of Banking & Finance, Elsevier, vol. 31(9), pages 2906-2924, September.
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JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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