Spreads, depths, and quote clustering on the NYSE and Nasdaq: Evidence after the 1997 securities and exchange commission rule changes

Financial Review

Volumn 37, Issue 4, 2002, Pages 481-505

  Chung, Kee H ^a   Van Ness, Bonnie F ^b   Van Ness, Robert A ^b  

^a UNIVERSITY AT BUFFALO   (United States)

^b UNIVERSITY OF MISSISSIPPI   (United States)

Author keywords

Collusion; Depths; Liquidity; Quote clustering; Spreads

Indexed keywords

EID: 3042577055     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/1540-6288.00025     Document Type: Article

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