Decimals and liquidity: A study of the NYSE

Journal of Financial Research

Volumn 27, Issue 1, 2004, Pages 75-94

  Chakravarty, Sugato ^a   Wood, Robert A ^b   Van Ness, Robert A ^c  

^a PURDUE UNIVERSITY   (United States)

^b UNIVERSITY OF MEMPHIS   (United States)

^c UNIVERSITY OF MISSISSIPPI   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 1642346212     PISSN: 02702592     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1475-6803.2004.00078.x     Document Type: Review

References (15)

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3. Bessembinder, H., Forthcoming-a, Quote-based competition and trade execution costs in NYSE-listed stocks, Journal of Financial Economics.
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