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Volumn 26, Issue 4, 1997, Pages 5-26

Tick size and market quality

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0031325439     PISSN: 00463892     EISSN: None     Source Type: Journal    
DOI: 10.2307/3666124     Document Type: Article
Times cited : (70)

References (24)
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  • 7
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    • Market structures and liquidity, a transactions data study of exchange listings
    • Christie, W. and R. Huang, 1994, "Market Structures and Liquidity, a Transactions Data Study of Exchange Listings," Journal of Financial Intermediation (October), 300-326.
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    • Christie, W.1    Huang, R.2
  • 8
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    • Explaining the NYSE listing choices of nasdaq firms
    • Cohen, A., R. Carter, F. Dark and A. Singh, 1992, "Explaining the NYSE Listing Choices of Nasdaq Firms," Financial Management (Winter), 73-86.
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    • Cohen, A.1    Carter, R.2    Dark, F.3    Singh, A.4
  • 9
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    • Liquidity and market structure
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  • 11
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    • Harris, L.1
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    • The summary informativeness of stock trades, an econometric analysis
    • Hasbrouck, J., 1991, "The Summary Informativeness of Stock Trades, an Econometric Analysis," Review of Financial Studies (Fall), 571-595.
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  • 15
    • 0003112494 scopus 로고
    • Liquidity and execution costs in equity markets
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    • Hasbrouck, J.1    Schwartz, R.2
  • 16
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    • Dealer versus auction markets: A paired comparison of execution costs on nasdaq and the NYSE
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    • Huang, R.1    Stoll, H.2
  • 17
    • 3843112765 scopus 로고
    • Spreads, depths, and the impact of earnings information, an intraday study
    • Lee, C., B. Mucklow, and M. Ready, 1994, "Spreads, Depths, and the Impact of Earnings Information, an Intraday Study," Review of Financial Studies (Summer), 345-374.
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    • Lee, C.1    Mucklow, B.2    Ready, M.3
  • 18
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  • 20
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    • Stoll, H.1


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