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Information-based trading in dealer and auction markets : an analysis of exchange listings
Heidle, Hans G.; Huang, Roger D. - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 3, pp. 391-424
Persistent link: https://www.econbiz.de/10001705068
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Tick size, bid-ask spreads, and market structure
Huang, Roger D.; Stoll, Hans R. - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 4, pp. 503-522
Persistent link: https://www.econbiz.de/10001651570