Impact of Stock Market Structure on Intertrade Time and Price Dynamics

Author:

Ivanov Plamen Ch.,Yuen Ainslie,Perakakis Pandelis

Publisher

Public Library of Science (PLoS)

Subject

Multidisciplinary

Reference53 articles.

1. Solomon D, Kelly K (2003) Wide SEC review may revamp structure of U.S. stock markets. Wall St Journal. Available: http://wwwwsjcom. 16 Oct 2003.

2. Bogle JC (2003) Specialistman. Wall St Journal. Available: http://wwwwsjcom. 19 Sep 2003.

3. US Securities and Exchange Commission (2004) SEC announces agenda for public hearing on proposed regulation national market system. US Securities and Exchange Commission Press Release. Available: http://wwwsecgov/news/press/2004-52htm. 15 Apr 2004.

4. Bennett P, Wei L (2003) Market structure, fragmentation and market quality. Working Paper (New York Stock Exchange) 2003–04.

5. Does market structure affect the immediacy of stock price responses to news?;RW Masulis;Journal of Financial and Quantitative Analysis,2002

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