Subject
Economics and Econometrics,Finance
Reference18 articles.
1. Tick size, spread, and volume;Ahn;J. Finan. Intermediation,1996
2. H. Ahn, C. Cao, H. Choe, 1997, Decimalization and Competition Among Exchanges: Evidence from the Toronto Stock Exchange Cross-Listed Securities, The Pennsylvania State University
3. V. Anshuman, A. Kalay, 1993, Market Making Rents under Discrete Prices, University of Utah
4. An empirical analysis of the limit order book and the order flow in the Paris Bourse;Biais;J. Finance,1995
5. Does the specialist matter? Differential execution costs and inter-security subsidization on the NYSE;Cao;J. Finance.,1997
Cited by
154 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献