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Adverse selection costs for NASDAQ and NYSE after decimalization
Jiang, Christine X.; Kim, Jang-chul; Wood, Robert A. - In: International review of financial analysis 18 (2009) 4, pp. 205-211
NYSE and NASDAQ completed their decimalization on January 29, 2001 and on April 9, 2001 respectively. In this paper, we compare adverse selection component of the bid–ask spread for NASDAQ and NYSE stocks after decimalization using the data from May 2001 and July 2001. We find that the adverse...
Persistent link: https://www.econbiz.de/10003921098
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Did decimalization hurt institutional investors?
Chakravarty, Sugato; Panchapagesan, Venkatesh; Wood, … - In: Journal of financial markets 8 (2005) 4, pp. 400-420
Persistent link: https://www.econbiz.de/10003177617
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The impact of regulation fair disclosure on information asymmetry and trading : an intraday analysis
Chiyachantana, Chiraphol N.; Jiang, Christine X.; … - In: The financial review : the official publication of the … 39 (2004) 4, pp. 549-577
Persistent link: https://www.econbiz.de/10002419302
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The change in trading activity on volatility and adverse selection component : evidence from ADR splits
Jiang, Christine X.; Kim, Jang-Chul; Wood, Robert A. - In: Journal of multinational financial management 12 (2002) 4/5, pp. 323-345
Persistent link: https://www.econbiz.de/10001708142