-
1
-
-
0040455704
-
A performance evaluation of New York Stock Exchange specialists
-
Barnea A. A performance evaluation of New York Stock Exchange specialists Journal of Financial and Quantitative Analysis 9 1974 511-535
-
(1974)
Journal of Financial and Quantitative Analysis
, vol.9
, pp. 511-535
-
-
Barnea, A.1
-
4
-
-
0040833101
-
Quotes, order flow, and price discovery
-
Blume M.E. Goldstein M.A. Quotes, order flow, and price discovery Journal of Finance 52 1997 221-244
-
(1997)
Journal of Finance
, vol.52
, pp. 221-244
-
-
Blume, M.E.1
Goldstein, M.A.2
-
5
-
-
0010805785
-
Does the specialist matter? Differential liquidity costs and inter-security subsidization on the NYSE
-
Cao C. Choe H. Hatheway F. Does the specialist matter? Differential liquidity costs and inter-security subsidization on the NYSE Journal of Finance 52 1997 1615-1640
-
(1997)
Journal of Finance
, vol.52
, pp. 1615-1640
-
-
Cao, C.1
Choe, H.2
Hatheway, F.3
-
6
-
-
84944836521
-
Information effects and the bid-ask spread
-
Copeland T.E. Galai D. Information effects and the bid-ask spread Journal of Finance 38 1983 1457-1469
-
(1983)
Journal of Finance
, vol.38
, pp. 1457-1469
-
-
Copeland, T.E.1
Galai, D.2
-
7
-
-
0039657045
-
Differences in trading behavior across NYSE specialist firms
-
Corwin S.A. Differences in trading behavior across NYSE specialist firms Journal of Finance 54 2 1999 721-745
-
(1999)
Journal of Finance
, vol.54
, Issue.2
, pp. 721-745
-
-
Corwin, S.A.1
-
9
-
-
0038909346
-
Bid-ask spreads with indirect competition among specialists
-
Gehrig T. Jackson M. Bid-ask spreads with indirect competition among specialists Journal of Financial Markets 1 1998 89-119
-
(1998)
Journal of Financial Markets
, vol.1
, pp. 89-119
-
-
Gehrig, T.1
Jackson, M.2
-
10
-
-
0000463443
-
Insider trading, liquidity, and the role of the monopolist specialist
-
Glosten L.R. Insider trading, liquidity, and the role of the monopolist specialist Journal of Business 62 1989 211-235
-
(1989)
Journal of Business
, vol.62
, pp. 211-235
-
-
Glosten, L.R.1
-
11
-
-
0345401653
-
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
-
Glosten L.R. Milgrom P.R. Bid, ask and transaction prices in a specialist market with heterogeneously informed traders Journal of Financial Economics 14 1985 71-100
-
(1985)
Journal of Financial Economics
, vol.14
, pp. 71-100
-
-
Glosten, L.R.1
Milgrom, P.R.2
-
12
-
-
0041293558
-
-
LIMDEP Version 7.0 User's Manual (Econometric Software, Inc.)
-
Greene, W.H., 1995. LIMDEP Version 7.0 User's Manual (Econometric Software, Inc.).
-
(1995)
-
-
Greene, W.H.1
-
13
-
-
0004296209
-
-
Englewood Cliffs, NJ: Prentice Hall Third Edition
-
Greene W.H. Econometric Analysis Third Edition 1997 Prentice Hall Englewood Cliffs, NJ
-
(1997)
Econometric Analysis
-
-
Greene, W.H.1
-
14
-
-
21344483536
-
Minimum price variations, discrete bid-ask spreads, and quotation sizes
-
Harris L. Minimum price variations, discrete bid-ask spreads, and quotation sizes Review of Financial Studies 7 1994 149-178
-
(1994)
Review of Financial Studies
, vol.7
, pp. 149-178
-
-
Harris, L.1
-
15
-
-
0036787654
-
The impact of specialist firm acquisitions on market quality
-
Hatch B.C. Johnson S.A. The impact of specialist firm acquisitions on market quality Journal of Financial Economics 66 2002 139-167
-
(2002)
Journal of Financial Economics
, vol.66
, pp. 139-167
-
-
Hatch, B.C.1
Johnson, S.A.2
-
16
-
-
0001913087
-
Optimal dealer pricing under transactions and return uncertainty
-
Ho T. Stoll H.R. Optimal dealer pricing under transactions and return uncertainty Journal of Financial Economics 9 1981 47-73
-
(1981)
Journal of Financial Economics
, vol.9
, pp. 47-73
-
-
Ho, T.1
Stoll, H.R.2
-
17
-
-
21144479472
-
Price experimentation and security market structure
-
Leach J.C. Madhavan A. Price experimentation and security market structure Review of Financial Studies 6 1993 375-404
-
(1993)
Review of Financial Studies
, vol.6
, pp. 375-404
-
-
Leach, J.C.1
Madhavan, A.2
-
18
-
-
84977730741
-
Inferring trade direction from intraday data
-
Lee C.M.C. Ready M. Inferring trade direction from intraday data Journal of Finance 46 1991 733-746
-
(1991)
Journal of Finance
, vol.46
, pp. 733-746
-
-
Lee, C.M.C.1
Ready, M.2
-
19
-
-
0042796283
-
NYSE Information Memo 98-06: Allocation Policy and Procedures
-
New York Stock Exchange, Inc. January 30, 1998
-
New York Stock Exchange, Inc., 1998. NYSE Information Memo 98-06: Allocation Policy and Procedures. January 30, 1998.
-
(1998)
-
-
-
21
-
-
0000767134
-
The New York Stock Exchange and its outmoded specialist system: Can the exchange innovate to survive?
-
Oesterle D. Winslow D. Anderson S. The New York Stock Exchange and its outmoded specialist system: can the exchange innovate to survive? Journal of Corporation Law 17 1992 223-310
-
(1992)
Journal of Corporation Law
, vol.17
, pp. 223-310
-
-
Oesterle, D.1
Winslow, D.2
Anderson, S.3
-
23
-
-
0033227929
-
The organization of financial exchange markets: Theory and evidence
-
Pirrong C. The organization of financial exchange markets: theory and evidence Journal of Financial Markets 2 1999 329-357
-
(1999)
Journal of Financial Markets
, vol.2
, pp. 329-357
-
-
Pirrong, C.1
-
24
-
-
0042295299
-
-
Securities and Exchange Commission File No. SR-NYSE-95-05
-
Securities and Exchange Commission, 1995. File No. SR-NYSE-95-05.
-
(1995)
-
-
-
25
-
-
0042295298
-
-
Securities and Exchange Commission Release No. 34-39564, File No. SR-NYSE-97-30
-
Securities and Exchange Commission, 1998. Release No. 34-39564, File No. SR-NYSE-97-30.
-
(1998)
-
-
-
26
-
-
0041114687
-
Which road to an efficient stock market: Free competition or regulated monopoly
-
18-20
-
Smidt S. Which road to an efficient stock market: free competition or regulated monopoly Financial Analysts Journal 27 1971 18-20, 64-69
-
(1971)
Financial Analysts Journal
, vol.27
, pp. 64-69
-
-
Smidt, S.1
-
27
-
-
0011633637
-
Specialist gross trading revenues at the New York Stock Exchange
-
NYSE Working Paper #95-01
-
Sofianos, G., 1995. Specialist gross trading revenues at the New York Stock Exchange. NYSE Working Paper #95-01.
-
(1995)
-
-
Sofianos, G.1
-
28
-
-
0042295297
-
On the optimal allocation of new security listings to specialists
-
Working paper, University of Pennsylvania
-
Strobl, G., 2001. On the optimal allocation of new security listings to specialists. Working paper, University of Pennsylvania.
-
(2001)
-
-
Strobl, G.1
|