Depth improvement and adjusted price improvement on the New York stock exchange

Journal of Financial Markets

Volumn 5, Issue 2, 2002, Pages 169-195

  Bacidore, Jeffrey M ^a   Battalio, Robert H ^b   Jennings, Robert H ^c  

^a Goldman Sachs Group   (United States)

^b UNIVERSITY OF NOTRE DAME   (United States)

^c INDIANA UNIVERSITY   (United States)

Author keywords

Execution quality; Liquidity; Price improvement

Indexed keywords

EID: 0001497455     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1386-4181(01)00026-X     Document Type: Article

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