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Market microstructure research databases : history and projections

Wood, Robert A. - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 2, pp. 140-145

Persistent link: https://www.econbiz.de/10001469554

Equity markets : structure, trading and performance

Schwartz, Robert A. - 1988

Persistent link: https://www.econbiz.de/10000750213

Dark pools, fragmented markets, and the quality of price discovery

Schwartz, Robert A. - In: The journal of trading 5 (2010) 2, pp. 17-22

Persistent link: https://www.econbiz.de/10003972549

A challenge for equity markets on both sides of the Atlantic : can liquidity be augmented, volatility better controlled, and price discovery sharpened?

Schwartz, Robert A. - In: Zeitschrift für Bankrecht und Bankwirtschaft : ZBB 28 (2016) 6, pp. 387-398

Persistent link: https://www.econbiz.de/10011598061

Dark pools, fragmented markets, and the quality of price discovery

Schwartz, Robert A. - In: The journal of trading 13 (2018) 4, pp. 74-79

Persistent link: https://www.econbiz.de/10012016635

The changing state of the NYSE market : new common factors, players, and impulse responses

Chakravarty, Sugato; Harris, Frederick H. deB.; Wood, … - In: The journal of trading 4 (2009) 1, pp. 68-94

Persistent link: https://www.econbiz.de/10003810727

Why effective spreads on NASDAQ were higher than on the New York stock exchange in the 1990s

Benston, George J.; Wood, Robert A. - In: Journal of empirical finance 15 (2008) 1, pp. 17-40

Persistent link: https://www.econbiz.de/10003692963

The average age boards and financial performance, revisited

Cochran, Philip L.; Wartick, Steven L.; Wood, Robert A. - In: Quarterly journal of business and economics : QJBE 23 (1984) 4, pp. 57-63

Persistent link: https://www.econbiz.de/10003514599

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

Intraday and overnight returns and day-of-week effects

MacInish, Thomas H.; Wood, Robert A. - In: The journal of financial research 8 (1985) 2, pp. 119-126

Persistent link: https://www.econbiz.de/10003626399