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Trade size clustering and the cost of trading at the London Stock Exchange

Lookup NU author(s): Dr Thanos Verousis

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Publication metadata

Author(s): Verousis T, ap Gwilym O

Publication type: Article

Publication status: Published

Journal: International Review of Financial Analysis

Year: 2013

Volume: 27

Issue: 13

Pages: 91-102

Print publication date: 01/04/2013

Online publication date: 18/09/2012

ISSN (print): 1057-5219

ISSN (electronic): 1873-8079

Publisher: Elsevier

URL: http://dx.doi.org/10.1016/j.irfa.2012.08.007

DOI: 10.1016/j.irfa.2012.08.007

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