Order submission strategies, liquidity supply, and trading in pennies on the New York Stock Exchange

Journal of Financial Markets

Volumn 6, Issue 3, 2003, Pages 337-362

  Bacidore, Jeffrey ^a   Battalio, Robert H ^b   Jennings, Robert H ^c  

^a Goldman Sachs Group   (United States)

^b UNIVERSITY OF NOTRE DAME   (United States)

^c INDIANA UNIVERSITY   (United States)

Author keywords

Decimalization; Liquidity; Trading costs; Trading strategies

Indexed keywords

EID: 0037402977     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1386-4181(03)00003-X     Document Type: Article

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