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September 4, 2007The Journal of Finance

Multimarket Trading and Liquidity: Theory and Evidence

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Authors

SBShmuel BaruchGKGeorge Andrew KarolyiCornell UniversityMLMichael L. LemmonBlackRock (United States)

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Baruch et al. (2007) studied this question.

synapsesocial.com/papers/6a1f12240cf711566aecfe4chttps://doi.org/10.1111/j.1540-6261.2007.01272.x
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