Corwin, Shane Anthony (contributor); … - 2000 - [Elektronische Ressource]
helpful comments. We are also grateful to the New York Stock Exchange for providing
data. The authors are responsible for any … errors. Portions of this work were completed while Marc Lipson was the
Visiting Scholar at the New York Stock Exchange. The … or officers of the New York Stock Exchange,
Inc.
Order Flow and Liquidity around NYSE Trading Halts
Abstract
We use non …