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A specialist's quoted depth and the limit order book
Kavajecz, Kenneth A. - 1996
Persistent link: https://www.econbiz.de/10010364350
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Eighths, sixteenths, and market depth : changes in tick size and liquidity provision on the NYSE
Goldstein, Michael A.; Kavajecz, Kenneth A. - In: Journal of financial economics 56 (2000) 1, pp. 125-149
Persistent link: https://www.econbiz.de/10001468753
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Eighths, 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/10000989819
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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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The historical dynamics of US financial exchanges
Jørgensen, Bjørn N.; Kavajecz, Kenneth A.; Swisher, … - In: Financial history review 28 (2021) 2, pp. 153-174
Persistent link: https://www.econbiz.de/10012618340