Booth Street West
Manchester, M15 6PB
University of Manchester - Manchester Business School
in Total Papers Downloads
in Total Papers Citations
carbon trading, market microstructure, bid-ask spread, market impact, information shares, order imbalance
Brent, West Texas Intermediate, crude oil, basis differential
event study, policy announcement, subprime crisis
international cross-listing, market microstructure, price discovery
Bid-ask spread, futures market, market microstructure, Thompson-Waller estimator
Macroeconomic News Announcements, Bid-Ask Spreads, Spread Decomposition
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.219 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you