Regulation NMS and Market Quality
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1755-053X.2012.01184.x/fullpdf
Reference35 articles.
1. Anand , A. A. Puckett P.J. Irvine K. Venkataraman 2010 “Market Crashes and Institutional Trading http://ssrn.com/abstract=1524845
2. “Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks;Barclay;Journal of Financial and Quantitative Analysis,2008
3. “Reputation Effects in Trading on the New York Stock Exchange;Battalio;Journal of Finance,2007
4. “What's Special about the Specialist?;Benveniste;Journal of Financial Economics,1992
5. “Issues in Assessing Trade Execution Costs;Bessembinder;Journal of Financial Markets,2003
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