Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE

Journal of Financial Economics

Volumn 41, Issue 3, 1996, Pages 313-357

  Huang, Roger D ^a   Stoll, Hans R ^a  

^a VANDERBILT UNIVERSITY   (United States)

Author keywords

Bid ask spreads; Execution cost; Market structure; NASDAQ; NYSE

Indexed keywords

EID: 0030191637     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-405X(95)00867-E     Document Type: Article

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