Baruch and Lemmon are at the David Eccles School of Business, University of Utah. Karolyi is at the Fisher College of Business, Ohio State University. A portion of this work was completed while Baruch was visiting the Bendheim Center for Finance at Princeton University. We thank an anonymous referee and the editor as well as seminar participants at the Università di Bologna, INSEAD, University of Utah, Georgia State University, London Business School, Louisiana State University, New York Stock Exchange, University of North Carolina at Chapel Hill, Texas A&M University, and the NYSE Conference on the Future of Global Equity Trading for helpful comments. We are especially grateful for comments and discussions with Paul Bennett, Hank Bessembinder, Ekkehart Boehmer, Robert Hardy (Fleet Specialists), Christian Leuz, Ailsa Roell, Gideon Saar, René Stulz, Glenn Surnamer (VDM Specialists), and Ingrid Werner. Roger Loh provided exceptional research assistance for which we are also grateful.
Multimarket Trading and Liquidity: Theory and Evidence
Version of Record online: 4 SEP 2007
© 2007 the American Finance Association
The Journal of Finance
Volume 62, Issue 5, pages 2169–2200, October 2007
How to Cite
BARUCH, S., ANDREW KAROLYI, G. and LEMMON, M. L. (2007), Multimarket Trading and Liquidity: Theory and Evidence. The Journal of Finance, 62: 2169–2200. doi: 10.1111/j.1540-6261.2007.01272.x
- Issue online: 4 SEP 2007
- Version of Record online: 4 SEP 2007
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