-
1
-
-
0040516941
-
Third market broker-dealers: Cost competitors or cream skimmers?
-
Battalio, R., 1997. Third market broker-dealers: cost competitors or cream skimmers? Journal of Finance 52, 341-352.
-
(1997)
Journal of Finance
, vol.52
, pp. 341-352
-
-
Battalio, R.1
-
2
-
-
0010924007
-
-
Unpublished working paper. Department of Finance, Indiana University, Bloomington
-
Battalio, R., Greene, J., Jennings, R., 1995. Do competing specialists and preferencing dealers affect market quality? Unpublished working paper. Department of Finance, Indiana University, Bloomington.
-
(1995)
Do Competing Specialists and Preferencing Dealers Affect Market Quality?
-
-
Battalio, R.1
Greene, J.2
Jennings, R.3
-
3
-
-
0003513110
-
-
Unpublished working paper. Department of Finance, Arizona State University, Tempe
-
Bessembinder, H., Kaufman, H., 1996. Quotations and trading costs on the domestic equity exchanges. Unpublished working paper. Department of Finance, Arizona State University, Tempe.
-
(1996)
Quotations and Trading Costs on the Domestic Equity Exchanges
-
-
Bessembinder, H.1
Kaufman, H.2
-
4
-
-
0040833101
-
Quotes, order flow, and price discovery
-
Blume, M., Goldstein, M., 1997. Quotes, order flow, and price discovery. Journal of Finance 52, 221-244.
-
(1997)
Journal of Finance
, vol.52
, pp. 221-244
-
-
Blume, M.1
Goldstein, M.2
-
5
-
-
21844522948
-
Market making, the tick size, and payment-for-order flow: Theory and evidence
-
Chordia, T., Subrahmanyam, A., 1995. Market making, the tick size, and payment-for-order flow: theory and evidence. Journal of Business 68, 543-575.
-
(1995)
Journal of Business
, vol.68
, pp. 543-575
-
-
Chordia, T.1
Subrahmanyam, A.2
-
6
-
-
0039120737
-
Cream-skimming or profit sharing? The curious role of purchased order flow
-
Easley, D., Kiefer, N., O'Hara, M., 1996. Cream-skimming or profit sharing? The curious role of purchased order flow. Journal of Finance 51, 811-834.
-
(1996)
Journal of Finance
, vol.51
, pp. 811-834
-
-
Easley, D.1
Kiefer, N.2
O'Hara, M.3
-
8
-
-
0345401653
-
Bid, ask, and transaction prices in a specialist market with heterogeneously informed traders
-
Glosten, L., Milgrom, P., 1985. Bid, ask, and transaction prices in a specialist market with heterogeneously informed traders. Journal of Financial Economics 13, 71-100.
-
(1985)
Journal of Financial Economics
, vol.13
, pp. 71-100
-
-
Glosten, L.1
Milgrom, P.2
-
9
-
-
0001239532
-
Consolidation, fragmentation, segmentation and regulation
-
Harris, L., 1993. Consolidation, fragmentation, segmentation and regulation. Financial Markets, Institutions, and Instruments 2, 1-14.
-
(1993)
Financial Markets, Institutions, and Instruments
, vol.2
, pp. 1-14
-
-
Harris, L.1
-
10
-
-
21344483536
-
Minimum price variations, discrete bid-ask spreads, and quotation sizes
-
Harris, L., 1994. Minimum price variations, discrete bid-ask spreads, and quotation sizes. The Review of Financial Studies 1, 148-178.
-
(1994)
The Review of Financial Studies
, vol.1
, pp. 148-178
-
-
Harris, L.1
-
12
-
-
0010925126
-
-
Unpublished Working Paper 94-13. Owen Graduate School of Management, Vanderbilt University, Nashville
-
Huang, R., Stoll, H., 1994. Competitive trading of NYSE-listed stocks: measurement and interpretation of trading costs. Unpublished Working Paper 94-13. Owen Graduate School of Management, Vanderbilt University, Nashville.
-
(1994)
Competitive Trading of NYSE-listed Stocks: Measurement and Interpretation of Trading Costs
-
-
Huang, R.1
Stoll, H.2
-
13
-
-
0030191637
-
Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE
-
Huang, R., Stoll, H., 1996. Dealer versus auction markets: a paired comparison of execution costs on NASDAQ and the NYSE. Journal of Financial Economics 41, 313-358.
-
(1996)
Journal of Financial Economics
, vol.41
, pp. 313-358
-
-
Huang, R.1
Stoll, H.2
-
14
-
-
0004099495
-
-
Unpublished working paper. Rodney L. White Center, The Wharton School, Philadelphia
-
Keim, D., Madhavan, A., 1996. Execution costs and investment performance: an empirical analysis of institutional equity trades. Unpublished working paper. Rodney L. White Center, The Wharton School, Philadelphia.
-
(1996)
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades
-
-
Keim, D.1
Madhavan, A.2
-
15
-
-
0030488782
-
Estimating the profits from trading strategies
-
Knez, P., Ready, M., 1996. Estimating the profits from trading strategies. Review of Financial Studies 9, 1121-1164.
-
(1996)
Review of Financial Studies
, vol.9
, pp. 1121-1164
-
-
Knez, P.1
Ready, M.2
-
16
-
-
84993894904
-
Market integration and price execution for NYSE-listed securities
-
Lee, C., 1993. Market integration and price execution for NYSE-listed securities. Journal of Finance 48, 1009-1038.
-
(1993)
Journal of Finance
, vol.48
, pp. 1009-1038
-
-
Lee, C.1
-
17
-
-
84977730741
-
Inferring trade direction from intraday data
-
Lee, C., Ready, M., 1991. Inferring trade direction from intraday data. Journal of Finance 46, 733-746.
-
(1991)
Journal of Finance
, vol.46
, pp. 733-746
-
-
Lee, C.1
Ready, M.2
-
18
-
-
0010798693
-
-
Unpublished working paper. Johnson Graduate School of Management, Cornell University, Ithaca
-
Macey, J., O'Hara, M., 1996. The law and economics of best execution. Unpublished working paper. Johnson Graduate School of Management, Cornell University, Ithaca.
-
(1996)
The Law and Economics of Best Execution
-
-
Macey, J.1
O'Hara, M.2
-
19
-
-
0031542187
-
In search of liquidity: Block trades in the upstairs and downstairs markets
-
Madhavan, A., Cheng, M., 1997. In search of liquidity: block trades in the upstairs and downstairs markets. Review of Financial Studies 10, 175-204.
-
(1997)
Review of Financial Studies
, vol.10
, pp. 175-204
-
-
Madhavan, A.1
Cheng, M.2
-
21
-
-
49049133343
-
Information, trade, and common knowledge
-
Milgrom, P., Stokey, N., 1982. Information, trade, and common knowledge. Journal of Economic Theory 26, 17-27.
-
(1982)
Journal of Economic Theory
, vol.26
, pp. 17-27
-
-
Milgrom, P.1
Stokey, N.2
-
22
-
-
0002650969
-
The implementation shortfall: Paper versus reality
-
Perold, A., 1988. The implementation shortfall: paper versus reality. Journal of Portfolio Management 14, 4-9.
-
(1988)
Journal of Portfolio Management
, vol.14
, pp. 4-9
-
-
Perold, A.1
-
24
-
-
0010800044
-
-
Release No. 34-37619A, Washington, DC
-
United States Securities and Exchange Commission, 1996. Order Execution Obligations, Release No. 34-37619A, Washington, DC.
-
(1996)
Order Execution Obligations
-
-
|