Inter-market price and volatility impacts generated by large trades
Subtitle: the case of European cross-quoted securities
By: by Andrew Ellul.
Contributors: London School of Economics and Political Science. Financial Markets Group.; Economic and Social Research Council.
Series: Discussion paper / London School of Economics, Financial Markets Group -- no.321; Discussion paper (London School of Economics, Financial Markets Group) -- no.321.
Publisher: London School of Economics, Financial Markets Group
Published: 1999
Place of publication: London
Language: eng