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Quotes, order flow, and price discovery
Blume, Marshall E.; Goldstein, Michael A. - 1996 - Rev
Persistent link: https://www.econbiz.de/10000933819
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Displayed and effective spreads by market
Blume, Marshall E.; Goldstein, Michael A. - 1992
Persistent link: https://www.econbiz.de/10000964214
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Eights, sixteenths and market depth : changes in tick size and liquidity provision on the NYSE
Goldstein, Michael A.; Kavajecz, Kenneth A. - 1998
Persistent link: https://www.econbiz.de/10000988860
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Differences in execution prices among the NYSE, the regionals and the NASD
Blume, Marshall E.; Goldstein, Michael A. - 1992
Persistent link: https://www.econbiz.de/10001396205
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Quotes, order flow, and price discovery
Blume, Marshall E.; Goldstein, Michael A. - 1995
Persistent link: https://www.econbiz.de/10000917606
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Liquidty provision during circuit breakers and extreme market movements
Goldstein, Michael A.; Kavajecz, Kenneth A. - 2000
Persistent link: https://www.econbiz.de/10001448378