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The impact of multilateral trading facilities on price discovery: Further evidence from the European markets

Mike Buckle Orcid Logo, Jing Chen, Qian Guo, Xiaoxi Li

Financial Markets, Institutions & Instruments, Volume: 28, Issue: 4, Pages: 321 - 343

Swansea University Author: Mike Buckle Orcid Logo

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DOI (Published version): 10.1111/fmii.12121

Published in: Financial Markets, Institutions & Instruments
ISSN: 0963-8008 1468-0416
Published: Wiley 2019
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Keywords: common factor weights, exchange traded funds, information share,price discovery
College: Faculty of Humanities and Social Sciences
Issue: 4
Start Page: 321
End Page: 343