-
1
-
-
0039527096
-
The effects of market reform on the trading costs and depths of Nasdaq stocks
-
Barclay, Michael, William Christie, Jeffrey Harris, Eugene Kandel, and Paul Schultz, 1999, The effects of market reform on the trading costs and depths of Nasdaq stocks, Journal of Finance 54, 1-34.
-
(1999)
Journal of Finance
, vol.54
, pp. 1-34
-
-
Barclay, M.1
Christie, W.2
Harris, J.3
Kandel, E.4
Schultz, P.5
-
3
-
-
0000820008
-
Stealth trading and volatility: Which trades move prices?
-
Barclay, Michael, and Jerold Warner, 1993, Stealth trading and volatility: Which trades move prices? Journal of Financial Economics 34, 281-305.
-
(1993)
Journal of Financial Economics
, vol.34
, pp. 281-305
-
-
Barclay, M.1
Warner, J.2
-
4
-
-
0031521419
-
A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks
-
Bessembinder, Hendrik, and Herbert Kaufman, 1997, A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks, Journal of Financial Economics 46, 293-319.
-
(1997)
Journal of Financial Economics
, vol.46
, pp. 293-319
-
-
Bessembinder, H.1
Kaufman, H.2
-
5
-
-
4444319060
-
Imperfect competition in financial markets: Island vs. Nasdaq
-
Carnegie Mellon University
-
Biais, Bruno, Christophe Bisiere, and Chester Spatt, 2002, Imperfect competition in financial markets: Island vs. Nasdaq, Working paper, Carnegie Mellon University.
-
(2002)
Working Paper
-
-
Biais, B.1
Bisiere, C.2
Spatt, C.3
-
6
-
-
0345326694
-
Institutional trading and alternative trading systems
-
forthcoming
-
Conrad, Jennifer, Kevin Johnson, and Sunil Wahal, 2002, Institutional trading and alternative trading systems, Journal of Financial Economics, forthcoming.
-
(2002)
Journal of Financial Economics
-
-
Conrad, J.1
Johnson, K.2
Wahal, S.3
-
7
-
-
0344463837
-
Liquidity in an automated auction
-
Penn State University
-
Coppejans, Mark, Ian Domowitz, and Ananth Madhavan, 2001, Liquidity in an automated auction, Working paper, Penn State University.
-
(2001)
Working Paper
-
-
Coppejans, M.1
Domowitz, I.2
Madhavan, A.3
-
8
-
-
0002737866
-
Auctions as algorithms
-
Domowitz, Ian, and Jianxin Wang, 1994, Auctions as algorithms, Journal of Economic Dynamics and Control 18, 29-60.
-
(1994)
Journal of Economic Dynamics and Control
, vol.18
, pp. 29-60
-
-
Domowitz, I.1
Wang, J.2
-
9
-
-
0039120737
-
Cream-skimming or profit-sharing? The curious role of purchased order flow
-
Easley, David, Nicholas Kiefer, and Maureen O'Hara, 1996, Cream-skimming or profit-sharing? The curious role of purchased order flow, Journal of Finance 51, 811-833.
-
(1996)
Journal of Finance
, vol.51
, pp. 811-833
-
-
Easley, D.1
Kiefer, N.2
O'Hara, M.3
-
10
-
-
84993613651
-
Is the electronic open limit order book inevitable?
-
Glosten, Lawrence, 1994, Is the electronic open limit order book inevitable?, Journal of Finance 49, 1127-1161.
-
(1994)
Journal of Finance
, vol.49
, pp. 1127-1161
-
-
Glosten, L.1
-
11
-
-
21144476722
-
The information role of upstairs and downstairs markets
-
Grossman, Sanford, 1992, The information role of upstairs and downstairs markets, Journal of Business 65, 509-529.
-
(1992)
Journal of Business
, vol.65
, pp. 509-529
-
-
Grossman, S.1
-
12
-
-
0001740585
-
The summary informativeness of stock trades: An econometric analysis
-
Hasbrouck, Joel, 1991a, The summary informativeness of stock trades: An econometric analysis, Review of Financial Studies 4, 571-595.
-
(1991)
Review of Financial Studies
, vol.4
, pp. 571-595
-
-
Hasbrouck, J.1
-
13
-
-
84977728940
-
Measuring the information content of stock trades
-
Hasbrouck, Joel, 1991b, Measuring the information content of stock trades, Journal of Finance 46, 179-207.
-
(1991)
Journal of Finance
, vol.46
, pp. 179-207
-
-
Hasbrouck, J.1
-
14
-
-
84993849369
-
One security, many markets: Determining the contributions to price discovery
-
Hasbrouck, Joel, 1995, One security, many markets: Determining the contributions to price discovery, Journal of Finance 50, 1175-1199.
-
(1995)
Journal of Finance
, vol.50
, pp. 1175-1199
-
-
Hasbrouck, J.1
-
15
-
-
0042787779
-
Limit orders and volatility in a hybrid market: The Island ECN
-
New York University
-
Hasbrouck, Joel, and Gideon Saar, 2001, Limit orders and volatility in a hybrid market: The Island ECN, Working paper, New York University.
-
(2001)
Working Paper
-
-
Hasbrouck, J.1
Saar, G.2
-
16
-
-
0000125534
-
Sample selection bias as a specification error
-
Heckman, James, 1979, Sample selection bias as a specification error, Econometrica 47, 153-162.
-
(1979)
Econometrica
, vol.47
, pp. 153-162
-
-
Heckman, J.1
-
17
-
-
0040956704
-
Crossing networks and dealer markets: Competition and performance
-
Hendershott, Terrence, and Haim Mendelson, 2000, Crossing networks and dealer markets: Competition and performance, Journal of Finance 55, 2071-2115.
-
(2000)
Journal of Finance
, vol.55
, pp. 2071-2115
-
-
Hendershott, T.1
Mendelson, H.2
-
18
-
-
0009028106
-
Empirical analysis of limit order markets
-
University of Pennsylvania
-
Hollifield, Burton, Robert Miller, and Patrik Sandås, 2001, Empirical analysis of limit order markets, Working paper, University of Pennsylvania.
-
(2001)
Working Paper
-
-
Hollifield, B.1
Miller, R.2
Sandås, P.3
-
19
-
-
0010122224
-
The quality of ECN and Nasdaq market-maker quotes
-
Huang, Roger, 2002, The quality of ECN and Nasdaq market-maker quotes, Journal of Finance 57, 1285-1319.
-
(2002)
Journal of Finance
, vol.57
, pp. 1285-1319
-
-
Huang, R.1
-
20
-
-
84977730741
-
Inferring trade direction from intraday data
-
Lee, Charles, and Mark Ready, 1991, Inferring trade direction from intraday data, Journal of Finance 46, 733-747.
-
(1991)
Journal of Finance
, vol.46
, pp. 733-747
-
-
Lee, C.1
Ready, M.2
-
21
-
-
0031185081
-
The law and economics of best execution
-
Macey, Jonathan, and Maureen O'Hara, 1997, The law and economics of best execution, Journal of Financial Intermediation 6, 188-223.
-
(1997)
Journal of Financial Intermediation
, vol.6
, pp. 188-223
-
-
Macey, J.1
O'Hara, M.2
-
22
-
-
21844523718
-
Consolidation, fragmentation, and the disclosure of trading information
-
Madhavan, Ananth, 1995, Consolidation, fragmentation, and the disclosure of trading information, Review of Financial Studies 8, 579-603.
-
(1995)
Review of Financial Studies
, vol.8
, pp. 579-603
-
-
Madhavan, A.1
-
23
-
-
0000298398
-
Market behavior in a clearing house
-
Mendelson, Haim, 1982, Market behavior in a clearing house, Econometrica 50, 1505-1524.
-
(1982)
Econometrica
, vol.50
, pp. 1505-1524
-
-
Mendelson, H.1
-
24
-
-
0001589340
-
Consolidation, fragmentation, and market performance
-
Mendelson, Haim, 1987, Consolidation, fragmentation, and market performance, Journal of Financial and Quantitative Analysis 22, 187-207.
-
(1987)
Journal of Financial and Quantitative Analysis
, vol.22
, pp. 187-207
-
-
Mendelson, H.1
-
25
-
-
0038515615
-
Liquidity-based competition for order flow
-
Parlour, Christine, and Duane Seppi, 2003, Liquidity-based competition for order flow, Review of Financial Studies 16, 301-343.
-
(2003)
Review of Financial Studies
, vol.16
, pp. 301-343
-
-
Parlour, C.1
Seppi, D.2
-
26
-
-
0142188081
-
Market-maker quotation behavior and pre-trade transparency
-
Simaan, Yusif, Daniel Weaver, and David Whitcomb, 2003, Market-maker quotation behavior and pre-trade transparency, Journal of Finance, 58, 1247-1267.
-
(2003)
Journal of Finance
, vol.58
, pp. 1247-1267
-
-
Simaan, Y.1
Weaver, D.2
Whitcomb, D.3
-
28
-
-
0141574123
-
Competition on the Nasdaq and the growth of electronic communication networks
-
Rice University
-
Weston, James, 2001, Competition on the Nasdaq and the growth of electronic communication networks, Working paper, Rice University.
-
(2001)
Working Paper
-
-
Weston, J.1
|