The trading profits of SOES bandits

Journal of Financial Economics

Volumn 50, Issue 1, 1998, Pages 39-62

  Harris, Jeffrey H ^a   Schultz, Paul H ^a  

^a UNIVERSITY OF NOTRE DAME   (United States)

Author keywords

D82; D83; G14; Nasdaq; SOES

Indexed keywords

EID: 0002522064     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0304-405x(98)00031-2     Document Type: Article

References (5)

1. Battalio R., Hatch B., Jennings R. SOES trading and market volatility. Journal of Financial and Quantitative Analysis. 32:1997;225-238.
2. Harris J., Schultz P. The Importance of firm quotes and rapid executions: Evidence from the January 1994 change in SOES. Journal of Financial Economics. 45:1997;135-166.
3. Hinden S. Nasdaq's big guns send trading bandits packing. Washington Post, February. 7:1994;1994.
4. Kleidon, A., Willig, R., 1995. Why do Christie and Schultz infer collusion from their data? Unpublished working paper. Cornerstone Research, Menlo Park, CA.
5. Laux, P., 1995, Nasdaq trading costs, SOES rules, and Nasdaq electronic trading: an assessment using audit trail data. Unpublished working paper. Case Western Reserve University, Cleveland, OH.