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1
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Liquidity, volatility and exchange automation
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Fall
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Amihud, Y., and Mendelson H. Liquidity, volatility and exchange automation. Journal of Accounting, Auditing and Finance (Fall 1988), 369-395.
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Amihud, Y.1
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Market dominance as a precursor of underperformance: Emerging technologies and the competitive advantage of new entrants
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Clemons, E.; Croson D.; and Weber, B. Market dominance as a precursor of underperformance: emerging technologies and the competitive advantage of new entrants. Journal of Management Information Systems, 13, 2 (Fall 1996), 59-75.
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Clemons, E.1
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Alternative securities trading systems: Tests and regulatory implications of the adoption of technology
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June
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Clemons, E.K., and Weber, B.W. Alternative securities trading systems: tests and regulatory implications of the adoption of technology. Information Systems Research, 7, 2 (June 1996), 163-188.
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Information Systems Research
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Clemons, E.K.1
Weber, B.W.2
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4
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Adverse self-selection and the changing competitive balance between stock exchanges and off-exchange trading venues
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Spring
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Clemons, E.K., and Weber, B.W. Adverse self-selection and the changing competitive balance between stock exchanges and off-exchange trading venues. International Journal of Electronic Commerce, 1, 3 (Spring 1997), 21-41.
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(1997)
International Journal of Electronic Commerce
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Clemons, E.K.1
Weber, B.W.2
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5
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Information technology and screen-based securities trading: Pricing the stock and pricing the trade
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December
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Clemons, E.K., and Weber, B.W. Information technology and screen-based securities trading: pricing the stock and pricing the trade. Management Science, 43, 12 (December 1997), 1693-1708.
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Management Science
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Clemons, E.K.1
Weber, B.W.2
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6
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Order flow and the quality of the market
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Y. Amihud, T. Ho, and R. Schwartz (eds.), Lexington, MA: Lexington Books
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Cohen, K.; Conroy, R.; and Maier, S. Order flow and the quality of the market. In Y. Amihud, T. Ho, and R. Schwartz (eds.), Market Making and the Changing Structure of the Securities Industry. Lexington, MA: Lexington Books, 1985, pp. 93-109.
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Cohen, K.1
Conroy, R.2
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8
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Building block trades
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October
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Newman, K. Building block trades. Traders Magazine (October 1995), 18-20.
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Newman, K.1
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9
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Next-generation securities market systems: An experimental investigation of quote-driven and order-driven trading
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Fall
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Schwartz, R.A., and Weber, B.W. Next-generation securities market systems: an experimental investigation of quote-driven and order-driven trading. Journal of Management Information Systems, 14, 2 (Fall 1997), 57-79.
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Journal of Management Information Systems
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Schwartz, R.A.1
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Trading on the frontier
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Trading on the frontier. Plan Sponsor (October 1996), 11-18.
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Plan Sponsor
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11
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Trading costs are rising along with the market
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June 9
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Trading costs are rising along with the market. Wall Street Journal (June 9, 1997), C1.
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(1997)
Wall Street Journal
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