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Security analysis and market making
Chung, Kee H.; Cho, Seong-Yeon - In: Journal of Financial Intermediation 14 (2005) 1, pp. 114-141
Persistent link: https://www.econbiz.de/10005081657
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Does internalization diminish the impact of quote aggressiveness on dealer market share?
Chung, Kee H.; Chuwonganant, Chairat; McCormick, D. Timothy - In: Journal of Financial Intermediation 15 (2006) 1, pp. 108-131
Persistent link: https://www.econbiz.de/10005172107
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Transparency and market quality: Evidence from SuperMontage
Chung, Kee H.; Chuwonganant, Chairat - In: Journal of Financial Intermediation 18 (2009) 1, pp. 93-111
In this study, we examine the effect of pre-trade transparency on market quality using data before and after the introduction of SuperMontage. Our results show that both bid-ask spreads and return volatility declined significantly after the implementation of SuperMontage. In addition,...
Persistent link: https://www.econbiz.de/10005172136