The initiation and withdrawal of odd-eighth quotes among Nasdaq stocks: An empirical analysis

Journal of Financial Economics

Volumn 52, Issue 3, 1999, Pages 409-442

  Christie, William G ^a   Schultz, Paul H ^b  

^a VANDERBILT UNIVERSITY   (United States)

^b UNIVERSITY OF NOTRE DAME   (United States)

Author keywords

Bid ask spreads; Competition; D23; Effective spreads; G14; L22; Nasdaq; Odd eighth quotes

Indexed keywords

EID: 0009940965     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0304-405x(99)00014-8     Document Type: Article

References (23)

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