Can Brokers Have It All? On the Relation between Make-Take Fees and Limit Order Execution Quality
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/jofi.12422/fullpdf
Reference27 articles.
1. Equity trading in the 21st century;Angel;Quarterly Journal of Finance,2011
2. Does smart routing matter?;Bacidore;Journal of Trading,2011
3. Does the limit order routing decision matter?;Battalio;Review of Financial Studies,2002
4. Competing mechanisms in a common value environment;Biais;Econometrica,2000
5. Public disclosure and private decisions: Equity market execution quality and order routing;Boehmer;Review of Financial Studies,2007
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