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Volumn 28, Issue 1, 1999, Pages 75-88

Bid-ask spreads in multiple dealer settings: Some experimental evidence

(2)  Ackert, Lucy F a   Church, Bryan K a  

a NONE

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0033430073     PISSN: 00463892     EISSN: None     Source Type: Journal    
DOI: 10.2307/3666118     Document Type: Article
Times cited : (7)

References (16)
  • 3
    • 84993843848 scopus 로고
    • Why did Nasdaq market makers stop avoiding odd-eighth quotes?
    • Christie, W.G., J.H. Harris, and RH. Schultz, 1994, "Why Did Nasdaq Market Makers Stop Avoiding Odd-Eighth Quotes?" Journal of Finance (December), 1841-1860.
    • (1994) Journal of Finance , Issue.DECEMBER , pp. 1841-1860
    • Christie, W.G.1    Harris, J.H.2    Schultz, Rh.3
  • 4
    • 84993915181 scopus 로고
    • Why do Nasdaq market makers avoid odd-eighth quotes?
    • Christie, W.G. and P.H. Schultz, 1994, "Why Do Nasdaq Market Makers Avoid Odd-Eighth Quotes?" Journal of Finance (December), 1813-1840.
    • (1994) Journal of Finance , Issue.DECEMBER , pp. 1813-1840
    • Christie, W.G.1    Schultz, P.H.2
  • 5
    • 0010894329 scopus 로고    scopus 로고
    • Competition and collusion in dealer markets
    • Dutta, P.K. and A. Madhavan, 1997, "Competition and Collusion in Dealer Markets," Journal of Finance (March), 245-276.
    • (1997) Journal of Finance , Issue.MARCH , pp. 245-276
    • Dutta, P.K.1    Madhavan, A.2
  • 6
    • 0345401653 scopus 로고
    • Bid, ask, and transactions prices in a specialist market with heterogeneously informed traders
    • Glosten, L.R. and P.R. Milgrom, 1985, "Bid, Ask, and Transactions Prices in a Specialist Market with Heterogeneously Informed Traders," Journal of Financial Economics (March), 71-100.
    • (1985) Journal of Financial Economics , Issue.MARCH , pp. 71-100
    • Glosten, L.R.1    Milgrom, P.R.2
  • 7
    • 0030191752 scopus 로고    scopus 로고
    • Why Nasdaq market makers avoid odd-eighth quotes
    • Godek, P.E., 1996, "Why Nasdaq Market Makers Avoid Odd-Eighth Quotes," Journal of Financial Economics (July), 465-474.
    • (1996) Journal of Financial Economics , Issue.JULY , pp. 465-474
    • Godek, P.E.1
  • 8
    • 0030517604 scopus 로고    scopus 로고
    • Collusion in uniform-price auctions: Experimental evidence and implications for treasury auctions
    • Goswami, G., T.H. Noe, and M.J. Rebello, 1996, "Collusion in Uniform-Price Auctions: Experimental Evidence and Implications for Treasury Auctions," Review of Financial Studies (Fall), 757-785.
    • (1996) Review of Financial Studies , Issue.FALL , pp. 757-785
    • Goswami, G.1    Noe, T.H.2    Rebello, M.J.3
  • 9
    • 0039270713 scopus 로고    scopus 로고
    • Price discovery on the NYSE and the NASDAQ: The case of overnight and daytime news releases
    • Greene, J.T. and S.G. Watts, 1996, "Price Discovery on the NYSE and the NASDAQ: The Case of Overnight and Daytime News Releases," Financial Management (Spring), 19-42.
    • (1996) Financial Management , Issue.SPRING , pp. 19-42
    • Greene, J.T.1    Watts, S.G.2
  • 11
    • 0030191637 scopus 로고    scopus 로고
    • Dealer versus auction markets: A paired comparison of execution costs on Nasdaq and the NYSE
    • Huang, R.D. and H.R. Stoll, 1996, "Dealer Versus Auction Markets: A Paired Comparison of Execution Costs on Nasdaq and the NYSE," Journal of Financial Economics (July), 313-357.
    • (1996) Journal of Financial Economics , Issue.JULY , pp. 313-357
    • Huang, R.D.1    Stoll, H.R.2
  • 12
    • 0031184903 scopus 로고    scopus 로고
    • Nasdaq market structure and spread patterns
    • Kandel, E. and L.M. Marx, 1997a, "Nasdaq Market Structure and Spread Patterns, "Journal of Financial Economics (July), 61-89.
    • (1997) Journal of Financial Economics , Issue.JULY , pp. 61-89
    • Kandel, E.1    Marx, L.M.2
  • 13
    • 0039811511 scopus 로고    scopus 로고
    • University of Rochester W.E. Simon Graduate School of Business Administration, Working Paper #97-01
    • Kandel, E. and L.M. Marx, 1997b, "Payments for Order Flow on Nasdaq," University of Rochester W.E. Simon Graduate School of Business Administration, Working Paper #97-01.
    • (1997) Payments for Order Flow on Nasdaq
    • Kandel, E.1    Marx, L.M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.