-
1
-
-
0012892691
-
Quantifying market order execution quality at the New York stock exchange
-
this issue
-
Bacidore, J., Ross, K., Sofianos, G., 2001. Quantifying market order execution quality at the New York stock exchange. Journal of Financial Markets, this issue.
-
(2001)
Journal of Financial Markets
-
-
Bacidore, J.1
Ross, K.2
Sofianos, G.3
-
2
-
-
0033432162
-
Trade execution costs on Nasdaq and the NYSE: A post reform comparison
-
Bessembinder, H. (1999). Trade execution costs on Nasdaq and the NYSE: a post reform comparison. Journal of Financial and Quantitative Analysis, 34 387-407.
-
(1999)
Journal of Financial and Quantitative Analysis
, vol.34
, pp. 387-407
-
-
Bessembinder, H.1
-
3
-
-
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
-
4
-
-
0040657086
-
Institutional equity trading costs: NYSE versus Nasdaq
-
Chan, L., & Lakonishok, J. (1997). Institutional equity trading costs: NYSE versus Nasdaq. Journal of Financial Economics, 52 713-735.
-
(1997)
Journal of Financial Economics
, vol.52
, pp. 713-735
-
-
Chan, L.1
Lakonishok, J.2
-
5
-
-
0000315984
-
Limit orders and the bid-ask spread
-
Chung, K., Van Ness, B., Van Ness, R., 1999. Limit orders and the bid-ask spread. Journal of Financial Economics 255-287.
-
(1999)
Journal of Financial Economics
, pp. 255-287
-
-
Chung, K.1
Van Ness, B.2
Van Ness, R.3
-
6
-
-
0242450406
-
Spreads, depths, and quote clustering on the NYSE and Nasdaq: Evidence from the 1997 SEC Rule changes
-
Working paper, University of Memphis
-
Chung, K., Van Ness, B., Van Ness, R., 2000. Spreads, depths, and quote clustering on the NYSE and Nasdaq: evidence from the 1997 SEC Rule changes. Working paper, University of Memphis.
-
(2000)
-
-
Chung, K.1
Van Ness, B.2
Van Ness, R.3
-
7
-
-
0034553753
-
The accuracy of trade classification rules: Evidence from Nasdaq
-
Ellis, K., Michaely, R., & O'Hara, M. (2000). The accuracy of trade classification rules: evidence from Nasdaq. Journal of Financial and Quantitative Analysis, 35 529-552.
-
(2000)
Journal of Financial and Quantitative Analysis
, vol.35
, pp. 529-552
-
-
Ellis, K.1
Michaely, R.2
O'Hara, M.3
-
8
-
-
0034557006
-
A direct test of methods for inferring trade direction from intra-day data
-
Finucane, T. (2000). A direct test of methods for inferring trade direction from intra-day data. Journal of Financial and Quantitative Analysis, 35 553-576.
-
(2000)
Journal of Financial and Quantitative Analysis
, vol.35
, pp. 553-576
-
-
Finucane, T.1
-
9
-
-
0000257228
-
Components of the bid-ask spread and the statistical properties of transactions prices
-
Glosten, L. (1987). Components of the bid-ask spread and the statistical properties of transactions prices. Journal of Finance, 42 1293-1307.
-
(1987)
Journal of Finance
, vol.42
, pp. 1293-1307
-
-
Glosten, L.1
-
10
-
-
0003549394
-
New York stock exchange systems and trading procedures
-
NYSE working paper 93-01
-
Hasbrouck, J., Sofianos, G., Sosobee, D., 1993. New York stock exchange systems and trading procedures. NYSE working paper 93-01.
-
(1993)
-
-
Hasbrouck, J.1
Sofianos, G.2
Sosobee, D.3
-
11
-
-
0036746426
-
Information-based trading in dealer and auction markets: An analysis of exchange listings
-
Heidle, H., & Huang, R. (2002). Information-based trading in dealer and auction markets: an analysis of exchange listings. Journal of Financial and Quantitative Analysis, 37 391-424.
-
(2002)
Journal of Financial and Quantitative Analysis
, vol.37
, pp. 391-424
-
-
Heidle, H.1
Huang, R.2
-
12
-
-
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
-
13
-
-
0031498263
-
Transactions costs and investment style: An inter-exchange analysis of institutional equity trades
-
Keim, D., & Madhavan, A. (1997). Transactions costs and investment style: an inter-exchange analysis of institutional equity trades. Journal of Financial Economics, 46 265-292.
-
(1997)
Journal of Financial Economics
, vol.46
, pp. 265-292
-
-
Keim, D.1
Madhavan, A.2
-
14
-
-
0031184896
-
Do institutions receive comparable executions in the NYSE and Nasdaq markets? A transactions study of block trades
-
LaPlante, M., & Muscarella, C. (1997). Do institutions receive comparable executions in the NYSE and Nasdaq markets? A transactions study of block trades. Journal of Financial Economics, 45 97-134.
-
(1997)
Journal of Financial Economics
, vol.45
, pp. 97-134
-
-
LaPlante, M.1
Muscarella, C.2
-
15
-
-
0002304338
-
Inferring investor behavior: Evidence from the TORQ data
-
Lee, C., & Radhakrishna, R. (2000). Inferring investor behavior: evidence from the TORQ data. Journal of Financial Markets, 3 83-112.
-
(2000)
Journal of Financial Markets
, vol.3
, pp. 83-112
-
-
Lee, C.1
Radhakrishna, R.2
-
16
-
-
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
-
17
-
-
0001166896
-
On the occurrence and consequences of inaccurate trade classification
-
Odders-White, E. (2000). On the occurrence and consequences of inaccurate trade classification. Journal of Financial Markets, 3 259-286.
-
(2000)
Journal of Financial Markets
, vol.3
, pp. 259-286
-
-
Odders-White, E.1
-
19
-
-
77955335090
-
Evaluation of the biases in execution cost estimates using trade and quote data
-
this issue
-
Peterson, M., Sirri, E., 2002. Evaluation of the biases in execution cost estimates using trade and quote data. Journal of Financial Markets, this issue.
-
(2002)
Journal of Financial Markets
-
-
Peterson, M.1
Sirri, E.2
-
20
-
-
84944043652
-
A simple measure of the effective bid-ask spread in an efficient market
-
Roll, R. (1984). A simple measure of the effective bid-ask spread in an efficient market. Journal of Finance, 39 1127-1139.
-
(1984)
Journal of Finance
, vol.39
, pp. 1127-1139
-
-
Roll, R.1
-
21
-
-
0034551551
-
Regulatory and legal pressures and the costs of Nasdaq trading
-
Schultz, P. (2000). Regulatory and legal pressures and the costs of Nasdaq trading. Review of Financial Studies, 13 917-958.
-
(2000)
Review of Financial Studies
, vol.13
, pp. 917-958
-
-
Schultz, P.1
-
22
-
-
0031537785
-
Liquidity provision with limit orders and a strategic specialist
-
Seppi, D. (1997). Liquidity provision with limit orders and a strategic specialist. Review of Financial Studies, 10 103-150.
-
(1997)
Review of Financial Studies
, vol.10
, pp. 103-150
-
-
Seppi, D.1
-
23
-
-
0012850232
-
The Nasdaq Stock market: Historical background and current operation
-
NASD working paper 98-01, National Association of Securities Dealers, Washington, DC
-
Smith, J., Selway, J., McCormick, T., 1998. The Nasdaq Stock market: historical background and current operation. NASD working paper 98-01, National Association of Securities Dealers, Washington, DC.
-
(1998)
-
-
Smith,, J.1
Selway, J.2
McCormick, T.3
-
24
-
-
0040790506
-
Competition on the Nasdaq and the impact of recent market reforms
-
Weston, J. (2000). Competition on the Nasdaq and the impact of recent market reforms. Journal of Finance, 55 2565-2598.
-
(2000)
Journal of Finance
, vol.55
, pp. 2565-2598
-
-
Weston, J.1
|