Trading and Pricing in Upstairs and Downstairs Stock Markets

Abstract

Journal Article Trading and Pricing in Upstairs and Downstairs Stock Markets Get access G. Geoffrey Booth, G. Geoffrey Booth Address correspondence to G. Geoffrey Booth, 315 Eppley Center, Eli Broad Graduate School of Management, Michigan State University, East Lansing, MI 48824-1121, or e-mail: [e-mail]. Search for other works by this author on: Oxford Academic Google Scholar Ji-Chai Lin, Ji-Chai Lin Search for other works by this author on: Oxford Academic Google Scholar Teppo Martikainen, Teppo Martikainen Search for other works by this author on: Oxford Academic Google Scholar Yiuman Tse Yiuman Tse Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 15, Issue 4, July 2002, Pages 1111–1135, https://doi.org/10.1093/rfs/15.4.1111 Published: 16 June 2015