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SOES trading and market volatility
Battalio, Robert H. - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 225-238
Persistent link: https://www.econbiz.de/10001224463
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Order flow distribution, bid-ask spreads, and liquidity costs : Merrill Lynch's decision to cease routinely routing orders to regional stock exchanges
Battalio, Robert H.; Greene, Jason T.; Jennings, Robert H. - In: Journal of financial intermediation 7 (1998) 4, pp. 338-358
Persistent link: https://www.econbiz.de/10001390925