A simple model of payment for order flow, internalization, and total trading cost

Journal of Financial Markets

Volumn 4, Issue 1, 2001, Pages 33-71

  Battalio, Robert ^a   Holden, Craig W ^b  

^a UNIVERSITY OF NOTRE DAME   (United States)

^b INDIANA UNIVERSITY   (United States)

Author keywords

Decimalization; G14; G24; Internalization; Microstructure; Payment for order flow; Total trading costs

Indexed keywords

EID: 0037513696     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1386-4181(00)00015-X     Document Type: Article

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