TRADING COSTS AND QUOTE CLUSTERING ON THE NYSE AND NASDAQ AFTER DECIMALIZATION
Author:
Publisher
Wiley
Subject
Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1475-6803.2004.00096.x/fullpdf
Reference26 articles.
1. MARKET STRUCTURE AND REPORTED TRADING VOLUME: NASDAQ VERSUS THE NYSE
2. The degree of price resolution: The case of the gold market
3. Bid-ask spreads and the avoidance of odd-eighth quotes on Nasdaq: An examination of exchange listings
4. Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison
5. Issues in assessing trade execution costs
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