NYSE order flow, spreads, and information

Journal of Financial Markets

Volumn 6, Issue 3, 2003, Pages 309-335

  Werner, Ingrid M ^a  

^a OHIO STATE UNIVERSITY   (United States)

Author keywords

Execution costs; Information; New York Stock Exchange; Order types; Spreads

Indexed keywords

EID: 0037402494     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1386-4181(02)00066-6     Document Type: Article

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