-
1
-
-
21844508927
-
How brokers facilitate trade for long-term clients in competitive securities markets
-
M. Aitken G. Garvey & P. Swan How brokers facilitate trade for long-term clients in competitive securities markets Journal of Business 68 1995 1-33
-
(1995)
Journal of Business
, vol.68
, pp. 1-33
-
-
Aitken, M.1
Garvey, G.2
Swan, P.3
-
2
-
-
0004133173
-
Who gets price improvements on the NYSE?
-
mimeo, Georgetown University
-
Angel, J. (1997). Who gets price improvements on the NYSE? mimeo, Georgetown University.
-
(1997)
-
-
Angel, J.1
-
3
-
-
0344962455
-
Competition among Trading Venues: Information and trading on Electronic Communication Networks
-
M. Barclay T. Hendershott & T. McCormick Competition among Trading Venues: Information and trading on Electronic Communication Networks Journal of Finance 58 2003 2637-2665
-
(2003)
Journal of Finance
, vol.58
, pp. 2637-2665
-
-
Barclay, M.1
Hendershott, T.2
McCormick, T.3
-
4
-
-
0001497455
-
Depth improvement and adjusted price improvement on the New-York stock exchange
-
J. Bacidore R. Battalio & R. Jennings Depth improvement and adjusted price improvement on the New-York stock exchange Journal of Financial Markets 5 2002 169-195
-
(2002)
Journal of Financial Markets
, vol.5
, pp. 169-195
-
-
Bacidore, J.1
Battalio, R.2
Jennings, R.3
-
5
-
-
0002638167
-
The potential for clientele pricing when making market in financial securities
-
R. Battalio R. Jennings & J. Selway The potential for clientele pricing when making market in financial securities Journal of Financial Markets 4 2001 85-112
-
(2001)
Journal of Financial Markets
, vol.4
, pp. 85-112
-
-
Battalio, R.1
Jennings, R.2
Selway, J.3
-
6
-
-
85185429666
-
Reputation effects in trading on the New-York stock exchange
-
mimeo, Indiana University
-
Battalio, R., Ellul, A., & Jennings, R. (2005). Reputation effects in trading on the New-York stock exchange. mimeo, Indiana University.
-
(2005)
-
-
Battalio, R.1
Ellul, A.2
Jennings, R.3
-
8
-
-
27544493526
-
Why do large orders receive discounts on the London Stock Exchange?
-
forthcoming in
-
Bernhardt, D., Dvoracek, V., Hughson, E., & Werner, I. (2005). Why do large orders receive discounts on the London Stock Exchange? forthcoming in Review of Financial Studies.
-
(2005)
Review of Financial Studies
-
-
Bernhardt, D.1
Dvoracek, V.2
Hughson, E.3
Werner, I.4
-
9
-
-
0031521419
-
A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks
-
H. Bessembinder & H. Kaufman A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks Journal of Financial Economics 46 1997 293-319
-
(1997)
Journal of Financial Economics
, vol.46
, pp. 293-319
-
-
Bessembinder, H.1
Kaufman, H.2
-
10
-
-
0004087349
-
Markov Chains with Stationary Transition Probabilities
-
Berlin, Germany: Springer Verlag
-
K.L. Chung Markov Chains with Stationary Transition Probabilities 1967 Springer Verlag Berlin, Germany
-
(1967)
-
-
Chung, K.L.1
-
11
-
-
0032359292
-
Arbitrage, hedging and financial innovation
-
J. Dow Arbitrage, hedging and financial innovation Review of Financial Studies 11 1998 739-755
-
(1998)
Review of Financial Studies
, vol.11
, pp. 739-755
-
-
Dow, J.1
-
12
-
-
0039120737
-
Cream-skimming or profit Sharing: The curious role of purchased order flow
-
D. Easley N. Kiefer & M. O'Hara Cream-skimming or profit Sharing: the curious role of purchased order flow Journal of Finance 51 1996 811-833
-
(1996)
Journal of Finance
, vol.51
, pp. 811-833
-
-
Easley, D.1
Kiefer, N.2
O'Hara, M.3
-
14
-
-
16244398181
-
Does anonymity matter in limit order markets
-
Working Paper, HEC
-
Foucault, T., Moinas, S., & Theissen, E. (2005). Does anonymity matter in limit order markets. Working Paper, HEC.
-
(2005)
-
-
Foucault, T.1
Moinas, S.2
Theissen, E.3
-
15
-
-
0345401653
-
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
-
L. Glosten & P. Milgrom Bid, ask and transaction prices in a specialist market with heterogeneously informed traders Journal of Financial Economics 12 1985 71-100
-
(1985)
Journal of Financial Economics
, vol.12
, pp. 71-100
-
-
Glosten, L.1
Milgrom, P.2
-
16
-
-
0000463443
-
Insider trading, liquidity and the role of the monopolist specialist
-
L. Glosten 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.1
-
18
-
-
0003940590
-
Market structure and trader anonymity: An analysis of insider trading
-
Working Paper, University of Iowa
-
Garfinkel, J., & Nimalendran, M. (2002). Market structure and trader anonymity: An analysis of insider trading. Working Paper, University of Iowa.
-
(2002)
-
-
Garfinkel, J.1
Nimalendran, M.2
-
19
-
-
0002297289
-
Preferencing, internalization, best execution and dealer profits
-
O. Hansch N. Naik & S. Viswanathan Preferencing, internalization, best execution and dealer profits Journal of Finance 54 1999 1799-1858
-
(1999)
Journal of Finance
, vol.54
, pp. 1799-1858
-
-
Hansch, O.1
Naik, N.2
Viswanathan, S.3
-
20
-
-
0030191637
-
Dealer versus auction markets: A paired comparison of execution costs on Nasdaq and the NYSE
-
R. Huang & H. Stoll Dealer versus auction markets: A paired comparison of execution costs on Nasdaq and the NYSE Journal of Financial Economics 41 1996 313-357
-
(1996)
Journal of Financial Economics
, vol.41
, pp. 313-357
-
-
Huang, R.1
Stoll, H.2
-
21
-
-
58149365337
-
Tests of microstructural hypotheses in the foreign exchange market
-
R. Lyons Tests of microstructural hypotheses in the foreign exchange market Journal of Financial Economics 39 1995 321-351
-
(1995)
Journal of Financial Economics
, vol.39
, pp. 321-351
-
-
Lyons, R.1
-
22
-
-
28844469066
-
Trading costs of public investors with obligatory and voluntary market-making: Evidence from market reforms
-
Mimeo, London Business School
-
Naik, N., & Yadav, P. (2004). Trading costs of public investors with obligatory and voluntary market-making: Evidence from market reforms. Mimeo, London Business School.
-
(2004)
-
-
Naik, N.1
Yadav, P.2
-
23
-
-
0012798966
-
Transaction costs in dealer markets: Evidence from the London Stock Exchange
-
A. Lo (Ed.) University of Chicago Press
-
Reiss, P., & Werner, I. (1996). Transaction costs in dealer markets: Evidence from the London Stock Exchange. In A.Lo (Ed.), The Industrial Organization and Regulation of the Securities Industry (pp. 125-176), University of Chicago Press.
-
(1996)
The Industrial Organization and Regulation of the Securities Industry
, pp. 125-176
-
-
Reiss, P.1
Werner, I.2
-
24
-
-
27644494028
-
Price improvement in dealership markets
-
(in press)
-
Rhodes-Kropf, M. (in press). Price improvement in dealership markets. Journal of Business, 78, 1137-1171.
-
Journal of Business
, vol.78
, pp. 1137-1171
-
-
Rhodes-Kropf, M.1
-
25
-
-
84977722029
-
Equilibrium block trading and asymmetric information
-
D. Seppi Equilibrium block trading and asymmetric information Journal of Finance 45 1990 73-94
-
(1990)
Journal of Finance
, vol.45
, pp. 73-94
-
-
Seppi, D.1
-
26
-
-
0142188081
-
Market-maker quotation behavior and pre-trade transparency
-
Y. Simaan D. Weaver & D. Whitcomb Market-maker quotation behavior and pre-trade transparency Journal of Finance 58 2003 1247
-
(2003)
Journal of Finance
, vol.58
, pp. 1247
-
-
Simaan, Y.1
Weaver, D.2
Whitcomb, D.3
-
27
-
-
0043007650
-
Trader anonymity, price formation and liquidity
-
Working Paper, Bonn University
-
Theissen, E. (2000). Trader anonymity, price formation and liquidity. Working Paper, Bonn University.
-
(2000)
-
-
Theissen, E.1
|