Liquidity and price discovery on the London stock exchange
The London Stock Exchange is constantly changing as the global financial landscape evolves. By aggregating detailed intraday trading data, I analyse its liquidity for a period spanning the introduction of a pure electronic order book platform for the most liquid stocks in 1997, its expansion to incl...
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Queen's University Belfast
2012
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Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.557889 |