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Tick size, market structure, and trading costs
Christie, William G.; Harris, Jeffrey H.; Kandel, Eugene - In: Stock market liquidity : implications for market …, (pp. 173-197). 2008
Persistent link: https://www.econbiz.de/10003650520
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Nasdaq trading halts : the impact of market mechanisms on prices, trading activity, and execution costs
Christie, William G.; Corwin, Shane Anthony; Harris, … - In: The journal of finance : the journal of the American … 57 (2002) 3, pp. 1443-1478
Persistent link: https://www.econbiz.de/10001685009
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Rational cross-sectional differences in market efficiency : evidence from mutual fund returns
Schultz, Paul H. - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 847-881
Persistent link: https://www.econbiz.de/10008758094
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Corporate bond trading costs : a peek behind the curtain
Schultz, Paul H. - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 677-698
Persistent link: https://www.econbiz.de/10001604129
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Stock splits, tick size, and sponsorship
Schultz, Paul H. - In: The journal of finance : the journal of the American … 55 (2000) 1, pp. 429-450
Persistent link: https://www.econbiz.de/10001497004
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Regulatory and legal pressures and the costs of Nasdaq trading
Schultz, Paul H. - In: The review of financial studies 13 (2000) 4, pp. 917-957
Persistent link: https://www.econbiz.de/10001525318
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Trading methods and trading costs for agency mortgage-backed securities
Gao, Pengjie; Schultz, Paul H.; Song, Zhaogang - In: Journal of investment management : JOIM 16 (2018) 4, pp. 29-46
Persistent link: https://www.econbiz.de/10011961004