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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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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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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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Quotes, order flow, and price discovery
Blume, Marshall E.; Goldstein, Michael A. - 1995
Persistent link: https://www.econbiz.de/10000917606
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Volatility and market structure
Kavajecz, Kenneth A.; Odders-White, Elizabeth R. - In: Journal of financial markets 4 (2001) 4, pp. 359-384
Persistent link: https://www.econbiz.de/10001604104