Very fast money: High-frequency trading on the NASDAQ

Author:

Carrion Allen

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference43 articles.

1. Equity trading in the 21st century;Angel;Quarterly Journal of Finance,2011

2. Computing robust standard errors for within-groups estimators;Arellano;Oxford Bulletin of Economics and Statistics,1987

3. The total cost of transactions on the NYSE;Berkowitz;Journal of Finance,1988

4. Trade execution costs and market quality after decimalization;Bessembinder;Journal of Financial and Quantitative Analysis,2003

5. A comparison of trade execution costs for NYSE and NASDAQ-listed stocks;Bessembinder;Journal of Financial and Quantitative Analysis,1997

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