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The probability of a trade at the ask : an examination of interday and intraday behavior
Porter, David C. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 2, pp. 209-227
Persistent link: https://www.econbiz.de/10001125361
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Effect of the actual size rule under market stress
Porter, David C.; Simaan, Yusif E.; Weaver, Daniel G.; … - In: Review of quantitative finance and accounting 26 (2006) 2, pp. 87-103
Persistent link: https://www.econbiz.de/10003277966
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Fragmentation, competition, and limit orders : new evidence from interday spreads
Porter, David C. - In: The quarterly review of economics and finance : journal … 38 (1998) 1, pp. 111-128
Persistent link: https://www.econbiz.de/10001235332
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Post-trade transparency on Nasdaq's national market system
Porter, David C. - In: Journal of financial economics 50 (1998) 2, pp. 231-252
Persistent link: https://www.econbiz.de/10001250557