Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/20478
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dc.contributor.authorChelley-Steeley, P-
dc.contributor.authorKluger, B-
dc.contributor.authorSteeley, J-
dc.contributor.authorAdams, P-
dc.date.accessioned2020-03-11T11:29:52Z-
dc.date.available2016-01-26-
dc.date.available2020-03-11T11:29:52Z-
dc.date.issued2015-12-
dc.identifier.citationJournal of Financial and Quantitative Analysis, 2016, 50 (6), pp. 1473 - 1499en_US
dc.identifier.issn0022-1090-
dc.identifier.issnhttps://doi.org/10.1017/S0022109015000563-
dc.identifier.issn1756-6916-
dc.identifier.urihttps://bura.brunel.ac.uk/handle/2438/20478-
dc.format.extent1473 - 1499-
dc.language.isoenen_US
dc.titleTrading Patterns and Market Integration in Overlapping Experimental Asset Marketsen_US
dc.typeArticleen_US
dc.identifier.doihttp://dx.doi.org/10.1017/S0022109015000563-
dc.relation.isPartOfJournal of Financial and Quantitative Analysis-
pubs.issue6-
pubs.publication-statusPublished-
pubs.volume50-
dc.identifier.eissn1756-6916-
Appears in Collections:Dept of Economics and Finance Research Papers

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