Equity trading in the 21 st century

Quarterly Journal of Finance

Volumn 1, Issue 1, 2011, Pages 1-53

  Angel, James J ^a   Harris, Lawrence E ^b   Spatt, Chester S ^c  

^a GEORGETOWN UNIVERSITY   (United States)

^b UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^c CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

bid ask spreads; Equity markets; high frequency trading; make or take pricing; market quality; stock exchanges

Indexed keywords

EID: 85073318484     PISSN: 20101392     EISSN: 20101406     Source Type: Journal    
DOI: 10.1142/S2010139211000067     Document Type: Review

References (5)

1. http://www.itg.com/wp-content/uploads/2009/12/ITGGlobalCostReview 2010Q2Final.pdf.
2. Beber, Alessandro and Marco Pagano, Short-Selling Bans Around the World: Evidence from the 2007-09 Crisis (November 2009). CEPR Discussion Paper No. DP7557. Available at SSRN: http://ssrn.com/abstract=1533163.
3. Kolasinski, Adam C., Reed, Adam V., and Thornock, Jacob R., Prohibitions versus Constraints: The 2008 Short Sales Regulations (October 5, 2009). AFA 2010 Atlanta Meetings Paper. Available at SSRN: http://ssrn.com/abstract=1365037. http://www.sec.gov/answers/circuit.htm
4. http://www.nyse.com/press/1254305776282.html for more detailson the circuit breakers
5. http://www.finra.org/web/groups/industry/@ip/@reg/@notice/documents/notices/p117629.pdf