-
2
-
-
0040516941
-
Third market broker-dealers: cost competition or cream skimmers?
-
Battalio R.H. Third market broker-dealers: cost competition or cream skimmers?. Journal of Finance 1997, 52(1):341-352.
-
(1997)
Journal of Finance
, vol.52
, Issue.1
, pp. 341-352
-
-
Battalio, R.H.1
-
3
-
-
32644443841
-
Market structure, fragmentation, and market quality
-
Bennett P., Wei L. Market structure, fragmentation, and market quality. Journal of Financial Markets 2006, 9:49-78.
-
(2006)
Journal of Financial Markets
, vol.9
, pp. 49-78
-
-
Bennett, P.1
Wei, L.2
-
4
-
-
85081453411
-
-
Selection biases and cross-market trading cost comparison. University of Utah, Eccles School of Business, Unpublished Working Paper.
-
Bessembinder, H., 2003a. Selection biases and cross-market trading cost comparison. University of Utah, Eccles School of Business, Unpublished Working Paper.
-
(2003)
-
-
Bessembinder, H.1
-
5
-
-
85081445319
-
Trade execution costs and market quality after decimalization
-
Bessembinder H. Trade execution costs and market quality after decimalization. Journal of Financial and Quantitative Analysis 2003, 70(1):99-134.
-
(2003)
Journal of Financial and Quantitative Analysis
, vol.70
, Issue.1
, pp. 99-134
-
-
Bessembinder, H.1
-
6
-
-
0031521419
-
A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks
-
Bessembinder H., Kaufman H.M. A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks. Journal of Financial Economics 1997, 46:293-319.
-
(1997)
Journal of Financial Economics
, vol.46
, pp. 293-319
-
-
Bessembinder, H.1
Kaufman, H.M.2
-
7
-
-
0742318664
-
Does an electronic stock exchange need an upstairs market?
-
Bessembinder H., Venkataraman K. Does an electronic stock exchange need an upstairs market?. Journal of Financial Economics 2004, 38(4):747-777.
-
(2004)
Journal of Financial Economics
, vol.38
, Issue.4
, pp. 747-777
-
-
Bessembinder, H.1
Venkataraman, K.2
-
8
-
-
84993923279
-
Price formation and equilibrium liquidity in fragmented and centralized markets
-
Biais B. Price formation and equilibrium liquidity in fragmented and centralized markets. Journal of Finance 1993, 48:157-185.
-
(1993)
Journal of Finance
, vol.48
, pp. 157-185
-
-
Biais, B.1
-
9
-
-
16244401760
-
Dimensions of execution quality: recent evidence for US equity markets
-
Boehmer E. Dimensions of execution quality: recent evidence for US equity markets. Journal of Financial Economics 2005, 533-582.
-
(2005)
Journal of Financial Economics
, pp. 533-582
-
-
Boehmer, E.1
-
10
-
-
0043032949
-
Trading our neighbor's ETF: competition or fragmentation?
-
Boehmer E., Boehmer B. Trading our neighbor's ETF: competition or fragmentation?. Journal of Banking and Finance 2003, 27(9):1667-1703.
-
(2003)
Journal of Banking and Finance
, vol.27
, Issue.9
, pp. 1667-1703
-
-
Boehmer, E.1
Boehmer, B.2
-
11
-
-
33847623045
-
Public disclosure and private decisions: equity market execution quality and order routing
-
Boehmer E., Jennings R., Wei L. Public disclosure and private decisions: equity market execution quality and order routing. Review of Financial Studies 2007, 20(2):315-358.
-
(2007)
Review of Financial Studies
, vol.20
, Issue.2
, pp. 315-358
-
-
Boehmer, E.1
Jennings, R.2
Wei, L.3
-
12
-
-
0000264239
-
Multimarket trading and market liquidity
-
Chowdry B., Nanda V. Multimarket trading and market liquidity. Review of Financial Studies 1991, 4(3):483-511.
-
(1991)
Review of Financial Studies
, vol.4
, Issue.3
, pp. 483-511
-
-
Chowdry, B.1
Nanda, V.2
-
14
-
-
63449128559
-
Using matched samples to test for differences in trade execution costs
-
Davies R.J., Kim S.S. Using matched samples to test for differences in trade execution costs. Journal of Financial Markets 2008, 12(2):173-202.
-
(2008)
Journal of Financial Markets
, vol.12
, Issue.2
, pp. 173-202
-
-
Davies, R.J.1
Kim, S.S.2
-
17
-
-
85081443031
-
-
Why do markets fragment? A panel-data analysis of off-exchange trading. University of Sydney, Sydney, Australia, Unpublished Working Paper.
-
Fong, K., Madhavan, A., Swan, P.L., 2001. Why do markets fragment? A panel-data analysis of off-exchange trading. University of Sydney, Sydney, Australia, Unpublished Working Paper.
-
(2001)
-
-
Fong, K.1
Madhavan, A.2
Swan, P.L.3
-
18
-
-
38149038575
-
Competition for order flow and smart order routing systems
-
Foucault T., Menkveld A. Competition for order flow and smart order routing systems. Journal of Finance 2008, 63(1):119-158.
-
(2008)
Journal of Finance
, vol.63
, Issue.1
, pp. 119-158
-
-
Foucault, T.1
Menkveld, A.2
-
19
-
-
34547959386
-
Centralised order books versus hybrid order books: a paired comparison of trading costs
-
Gajewski J-F, Gresse C. Centralised order books versus hybrid order books: a paired comparison of trading costs. Journal of Banking and Finance 2007, 31(9):2906-2924.
-
(2007)
Journal of Banking and Finance
, vol.31
, Issue.9
, pp. 2906-2924
-
-
Gajewski, J.-F.1
Gresse, C.2
-
20
-
-
41949090352
-
Competition in the market for Nasdaq securities
-
Goldstein M., Shkillo A., Van Ness B., Van Ness R. Competition in the market for Nasdaq securities. Journal of Financial Markets 2008, 11:113-143.
-
(2008)
Journal of Financial Markets
, vol.11
, pp. 113-143
-
-
Goldstein, M.1
Shkillo, A.2
Van Ness, B.3
Van Ness, R.4
-
21
-
-
0001239532
-
Consolidation, fragmentation, segmentation, and regulation
-
Harris L. Consolidation, fragmentation, segmentation, and regulation. Financial Markets, Institutions and Instruments 1993, 2(5):1-28.
-
(1993)
Financial Markets, Institutions and Instruments
, vol.2
, Issue.5
, pp. 1-28
-
-
Harris, L.1
-
22
-
-
21144470682
-
Assessing the quality of a security market: a new approach to transaction-cost measurement
-
Hasbrouck J. Assessing the quality of a security market: a new approach to transaction-cost measurement. Review of Financial Studies 1993, 6:191-212.
-
(1993)
Review of Financial Studies
, vol.6
, pp. 191-212
-
-
Hasbrouck, J.1
-
23
-
-
0000125534
-
Sample selection biases as a specification error
-
Heckman J. Sample selection biases as a specification error. Econometrica 1979, 47:153-162.
-
(1979)
Econometrica
, vol.47
, pp. 153-162
-
-
Heckman, J.1
-
24
-
-
0040956704
-
Crossing networks and dealer markets: competition and performance
-
Hendershott T., Mendelson H. Crossing networks and dealer markets: competition and performance. Journal of Finance 2000, 55(5):2071-2115.
-
(2000)
Journal of Finance
, vol.55
, Issue.5
, pp. 2071-2115
-
-
Hendershott, T.1
Mendelson, H.2
-
25
-
-
0030191637
-
Dealer versus auction markets: a paired comparison of execution costs on Nasdaq and NYSE
-
Huang R.D., Stoll H.R. Dealer versus auction markets: a paired comparison of execution costs on Nasdaq and NYSE. Journal of Financial Economics 1996, 41:313-357.
-
(1996)
Journal of Financial Economics
, vol.41
, pp. 313-357
-
-
Huang, R.D.1
Stoll, H.R.2
-
26
-
-
0002484986
-
Stock market prices do not follow random walks: evidence from a simple specification test
-
Lo A., MacKinlay C. Stock market prices do not follow random walks: evidence from a simple specification test. Review of Financial Studies 1988, 1(1):41-66.
-
(1988)
Review of Financial Studies
, vol.1
, Issue.1
, pp. 41-66
-
-
Lo, A.1
MacKinlay, C.2
-
27
-
-
0347246685
-
The regulation of exchanges and alternative trading systems: a law and economics perspective
-
Macey J., O'Hara M. The regulation of exchanges and alternative trading systems: a law and economics perspective. Journal of Legal Studies 1999, 28(1):17-54.
-
(1999)
Journal of Legal Studies
, vol.28
, Issue.1
, pp. 17-54
-
-
Macey, J.1
O'Hara, M.2
-
28
-
-
55949126115
-
Down and out in the stock market: the law and economics of the delisting process
-
Macey J., O'Hara M., Pompilio D. Down and out in the stock market: the law and economics of the delisting process. Journal of Law and Economics 2009, 51:683-713.
-
(2009)
Journal of Law and Economics
, vol.51
, pp. 683-713
-
-
Macey, J.1
O'Hara, M.2
Pompilio, D.3
-
29
-
-
21844523718
-
Consolidation, fragmentation, and the disclosure of trading information
-
Madhavan A. Consolidation, fragmentation, and the disclosure of trading information. Review of Financial Studies 1995, 8(3):579-603.
-
(1995)
Review of Financial Studies
, vol.8
, Issue.3
, pp. 579-603
-
-
Madhavan, A.1
-
30
-
-
0000215887
-
Market microstructure: a survey
-
Madhavan A. Market microstructure: a survey. Journal of Financial Markets 2000, 3:205-258.
-
(2000)
Journal of Financial Markets
, vol.3
, pp. 205-258
-
-
Madhavan, A.1
-
31
-
-
0031542187
-
In search of liquidity: block trades in the upstairs and downstairs markets
-
Madhavan A., Cheng M. In search of liquidity: block trades in the upstairs and downstairs markets. Review of Financial Studies 1997, 10:175-203.
-
(1997)
Review of Financial Studies
, vol.10
, pp. 175-203
-
-
Madhavan, A.1
Cheng, M.2
-
32
-
-
0001589340
-
Consolidation, fragmentation, and market performance
-
Mendelson H. Consolidation, fragmentation, and market performance. Journal of Financial and Quantitative Analysis 1987, 22(2):189-208.
-
(1987)
Journal of Financial and Quantitative Analysis
, vol.22
, Issue.2
, pp. 189-208
-
-
Mendelson, H.1
-
33
-
-
84923067231
-
Trading volume and asset liquidity
-
Pagano M. Trading volume and asset liquidity. Quarterly Journal of Economics 1989, 104(2):255-274.
-
(1989)
Quarterly Journal of Economics
, vol.104
, Issue.2
, pp. 255-274
-
-
Pagano, M.1
-
37
-
-
85081450022
-
-
NYSE adjusts charges in bid to draw traders. February 3.
-
Wall Street Journal, 2009. NYSE adjusts charges in bid to draw traders. February 3.
-
(2009)
Wall Street Journal
-
-
|