THE IMPACT OF MARKET MAKER CONCENTRATION ON ADVERSE-SELECTION COSTS FOR NASDAQ STOCKS
Author:
Publisher
Wiley
Subject
Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1475-6803.2005.00134.x/fullpdf
Reference27 articles.
1. Trading Mechanisms and the Components of the Bid-Ask Spread
2. Bid-ask spreads and the avoidance of odd-eighth quotes on Nasdaq: An examination of exchange listings
3. The potential for clientele pricing when making markets in financial securities
4. Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison
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