We thank two anonymous referees, Arnold Cowan (the editor), Avanidhar Subrahmanyam, participants at the 2005 Financial Management Association Conference, the 2004 Australian Finance and Banking Conference and seminar participants at the University of New South Wales and Erasmus University for helpful comments and suggestions. We also thank Julia Henker and Vincent Tang for research assistance. Thomas Henker acknowledges financial support for this project from the UNSW Faculty of Commerce and Economics. The usual disclaimer applies.
Price Discovery and Liquidity in Basket Securities
Version of Record online: 31 MAR 2008
©2008, The Eastern Finance Association
Volume 43, Issue 2, pages 219–239, May 2008
How to Cite
Henker, T. and Martens, M. (2008), Price Discovery and Liquidity in Basket Securities. Financial Review, 43: 219–239. doi: 10.1111/j.1540-6288.2008.00192.x
- Issue online: 31 MAR 2008
- Version of Record online: 31 MAR 2008
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