-
1
-
-
84993865816
-
Trading mechanisms and the components of the bid-ask spread
-
Affleck-Graves, J., S. Hegde, and R. Miller, 1994, "Trading Mechanisms and the Components of the Bid-Ask Spread," Journal of Finance, 49, 1471-1488.
-
(1994)
Journal of Finance
, vol.49
, pp. 1471-1488
-
-
Affleck-Graves, J.1
Hegde, S.2
Miller, R.3
-
2
-
-
0040687001
-
-
working paper, University of Georgia
-
Arnold, T., P. Hersch, J. Mulherin, and J. Netter, 1997, "Merging Markets," working paper, University of Georgia.
-
(1997)
Merging Markets
-
-
Arnold, T.1
Hersch, P.2
Mulherin, J.3
Netter, J.4
-
3
-
-
0040516941
-
Third market broker-dealers: Cost competitors or cream skimmers? An empirical analysis
-
Battalio, R., 1997, "Third Market Broker-Dealers: Cost Competitors or Cream Skimmers? An Empirical Analysis," Journal of Finance, 52, 341-352.
-
(1997)
Journal of Finance
, vol.52
, pp. 341-352
-
-
Battalio, R.1
-
5
-
-
0040093503
-
-
working paper, Indiana University
-
Battalio, R., J. Greene, and R. Jennings, 1996, "Does the Choice of Trading Venue Matter for Common Stock Executions?: Assessing Merril Lynch's Decision Concerning Trading on the Regional Stock Exchanges," working paper, Indiana University.
-
(1996)
Does the Choice of Trading Venue Matter for Common Stock Executions?: Assessing Merril Lynch's Decision Concerning Trading on the Regional Stock Exchanges
-
-
Battalio, R.1
Greene, J.2
Jennings, R.3
-
7
-
-
0012890417
-
-
working paper, University of Colorado
-
Blume, M., and M. Goldstein, 1992, "Differences in Execution Prices among the NYSE, the Regionals, and the NASD," working paper, University of Colorado.
-
(1992)
Differences in Execution Prices among the NYSE, the Regionals, and the NASD
-
-
Blume, M.1
Goldstein, M.2
-
8
-
-
0040833101
-
Quotes, order flow and price discovery
-
Blume, M., and M. Goldstein, 1997, "Quotes, Order Flow and Price Discovery," Journalof Finance, 52, 221-244.
-
(1997)
Journalof Finance
, vol.52
, pp. 221-244
-
-
Blume, M.1
Goldstein, M.2
-
9
-
-
21844522948
-
Market making, the tick size, and payment-for-order-flow: Theory and evidence
-
Chordia, T., and A. Subrahmanyam, 1995, "Market Making, the Tick Size, and Payment-for-Order-Flow: Theory and Evidence," Journal of Business, 68, 543-576.
-
(1995)
Journal of Business
, vol.68
, pp. 543-576
-
-
Chordia, T.1
Subrahmanyam, A.2
-
10
-
-
38149145923
-
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, 3, 300-326.
-
(1994)
Journal of Financial Intermediation
, vol.3
, pp. 300-326
-
-
Christie, W.1
Huang, R.2
-
11
-
-
84929228661
-
An empirical study of the effect of rule 19c-3
-
Cohen, K., and R. Conroy, 1990, "An Empirical Study of the Effect of Rule 19c-3," Journal of Law and Economics, 33, 277-305.
-
(1990)
Journal of Law and Economics
, vol.33
, pp. 277-305
-
-
Cohen, K.1
Conroy, R.2
-
14
-
-
0010894329
-
Competition and collusion in dealer markets
-
Dutta, P., and A. Madhavan, 1996, "Competition and Collusion in Dealer Markets," Journal of Finance, 52, 245-276.
-
(1996)
Journal of Finance
, vol.52
, pp. 245-276
-
-
Dutta, P.1
Madhavan, A.2
-
15
-
-
0010940821
-
Price, trade size, and information in securities markets
-
Easley, D., and M. O'Hara, 1987, "Price, Trade Size, and Information in Securities Markets," Journal of Financial Economics, 19, 69-90.
-
(1987)
Journal of Financial Economics
, vol.19
, pp. 69-90
-
-
Easley, D.1
O'Hara, M.2
-
16
-
-
0039120737
-
Cream-skimming or profit-sharing? The curious role of purchased order flow
-
Easley, D., N. Kiefer, and M. O'Hara, 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
-
19
-
-
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
-
20
-
-
21844485615
-
Trade size and components of the bid-ask spread
-
Lin, S., G. Sanger, and G. Booth, 1995, "Trade Size and Components of the Bid-Ask Spread," Review of Financial Studies, 8, 1153-1183.
-
(1995)
Review of Financial Studies
, vol.8
, pp. 1153-1183
-
-
Lin, S.1
Sanger, G.2
Booth, G.3
-
21
-
-
0011267120
-
-
working paper, University of Memphis
-
Mclnish, T., and R. Wood, 1992, "Price Discovery, Volume and Regional/Third Market Trading," working paper, University of Memphis.
-
(1992)
Price Discovery, Volume and Regional/Third Market Trading
-
-
McLnish, T.1
Wood, R.2
-
22
-
-
0010638951
-
The effect of integration between broker/dealers and specialists
-
A. Lo (ed.). University of Chicago Press, Chicago
-
Neal R., and D. Reiffen, 1996, "The Effect of Integration between Broker/Dealers and Specialists," in A. Lo (ed.). Industrial Organization and Regulation of the Securities Industry, University of Chicago Press, Chicago.
-
(1996)
Industrial Organization and Regulation of the Securities Industry
-
-
Neal, R.1
Reiffen, D.2
-
23
-
-
0038909159
-
There's no such thing as a free trade
-
April 30
-
New York Times, 1995, "There's No Such Thing as a Free Trade," April 30.
-
(1995)
New York Times
-
-
-
24
-
-
0345973492
-
Posted versus effective spreads: Good prices or bad quotes?
-
Petersen, M., and D. Fialkowski, 1994, "Posted Versus Effective Spreads: Good Prices or Bad Quotes?" Journal of Financial Economics, 35, 269-292.
-
(1994)
Journal of Financial Economics
, vol.35
, pp. 269-292
-
-
Petersen, M.1
Fialkowski, D.2
-
25
-
-
0003865428
-
-
working paper, New York Stock Exchange
-
Ross, K., J. Shapiro, and K. Smith, 1996, "Price Improvement of SuperDot Market Orders on the NYSE," working paper, New York Stock Exchange.
-
(1996)
Price Improvement of Superdot Market Orders on the NYSE
-
-
Ross, K.1
Shapiro, J.2
Smith, K.3
-
27
-
-
0040093504
-
Notice of filing of proposed rule change by the Cincinnati stock exchange relating to the preferencing of public agency market and marketable limit orders by approved dealers and other proprietary members
-
SEC, 1990, "Notice of Filing of Proposed Rule Change by the Cincinnati Stock Exchange Relating to the Preferencing of Public Agency Market and Marketable Limit Orders by Approved Dealers and Other Proprietary Members," SEC Release No. 34-27910.
-
(1990)
SEC Release No. 34-27910
-
-
-
28
-
-
0038909158
-
Order approving proposed rule change and notice of filing and order granting accelerated approval of amendment to proposed rule change of the Cincinnati stock exchange relating to the preferencing of public agency market and marketable limit orders by approved dealers and other proprietary members
-
SEC, 1991, "Order Approving Proposed Rule Change and Notice of Filing and Order Granting Accelerated Approval of Amendment to Proposed Rule Change of the Cincinnati Stock Exchange Relating to the Preferencing of Public Agency Market and Marketable Limit Orders by Approved Dealers and Other Proprietary Members," SEC Release No. 34-28866.
-
(1991)
SEC Release No. 34-28866
-
-
-
29
-
-
0039501856
-
Order granting temporary approval for one year to proposed rule change permitting competing specialists on the floor of the exchange
-
SEC, 1994, "Order Granting Temporary Approval for One Year to Proposed Rule Change Permitting Competing Specialists on the Floor of the Exchange," SEC RElease No. 34-34078.
-
(1994)
SEC Release No. 34-34078
-
-
-
30
-
-
0039501857
-
Self-regulatory organizations; boston stock exchange, inc.; order granting approval of proposed rule change permitting competing specialists on the floor of the exchange
-
SEC, 1996, "Self-Regulatory Organizations; Boston Stock Exchange, Inc.; Order Granting Approval of Proposed Rule Change Permitting Competing Specialists on the Floor of the Exchange," SEC Release No. 34-37045.
-
(1996)
SEC Release No. 34-37045
-
-
-
31
-
-
0039501854
-
Self-regulatory organizations; the Cincinnati stock exchange; order granting approval to proposed rule change to adopt permanently rules regarding the preferencing of public agency orders
-
SEC, 1996, "Self-Regulatory Organizations; The Cincinnati Stock Exchange; Order Granting Approval to Proposed Rule Change to Adopt Permanently Rules Regarding the Preferencing of Public Agency Orders," SEC Release No. 34-37046.
-
(1996)
SEC Release No. 34-37046
-
-
-
32
-
-
84956051777
-
The economics of liquidity services
-
Tinic, S., 1972, "The Economics of Liquidity Services," Quarterly Journal of Economics, 86, 79-93.
-
(1972)
Quarterly Journal of Economics
, vol.86
, pp. 79-93
-
-
Tinic, S.1
-
33
-
-
84920064810
-
Competition and the pricing of dealer service in the over-the-counter stock market
-
Tinic, S., and R. West, 1972, "Competition and the Pricing of Dealer Service in the Over-the-Counter Stock Market," Journal of Financial and Quantitative Analysis, 7, 1707-1727.
-
(1972)
Journal of Financial and Quantitative Analysis
, vol.7
, pp. 1707-1727
-
-
Tinic, S.1
West, R.2
-
34
-
-
4243704801
-
Merrill shifts on small investors' orders
-
October 20
-
Wall Street Journal, 1995, "Merrill Shifts on Small Investors' Orders," October 20, p. C1.
-
(1995)
Wall Street Journal
-
-
-
35
-
-
0040576837
-
-
working paper, University of Memphis
-
Wood, R., and T. McInish, 1992, The Effect of NYSE Rule 390 on Spreads, Premiums and Volatility, working paper, University of Memphis.
-
(1992)
The Effect of NYSE Rule 390 on Spreads, Premiums and Volatility
-
-
Wood, R.1
McInish, T.2
|