Spreads, Depths, and Quote Clustering on the NYSE and Nasdaq: Evidence after the 1997 Securities and Exchange Commission Rule Changes
Year of publication: |
2002
|
---|---|
Authors: | Chung, Kee H. ; Van Ness, Bonnie F. ; Van Ness, Robert A. |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 8643222. - Vol. 37.2002, 4, p. 481-506
|
Saved in:
Saved in favorites
Similar items by person
-
TRADING COSTS AND QUOTE CLUSTERING ON THE NYSE AND NASDAQ AFTER DECIMALIZATION
Chung, Kee H., (2004)
-
Trading Costs and Quote Clustering on the NYSE and NASDAQ after Decimalization
Chung, Kee H., (2003)
-
Limit Orders and the Bid-Ask Spread
Chung, Kee H., (2003)
- More ...