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Trading Nokia : the roles of the Helsinki vs. the New York stock exchange
Jokivuolle, Esa; Lanne, Markku - In: Liiketaloudellinen aikakauskirja 54 (2005) 3, pp. 361-374
Persistent link: https://www.econbiz.de/10003169739
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Trading Nokia : the roles of the Helsinki vs the New York stock exchanges
Jokivuolle, Elsa (contributor); Lanne, Markku (contributor) - 2004
Persistent link: https://www.econbiz.de/10002882996
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Tick size, trading strategies, and market quality
Werner, Ingrid M.; Rindi, Barbara; Buti, Sabrina; Wen, … - In: Management science : journal of the Institute for … 69 (2023) 7, pp. 3818-3837
Persistent link: https://www.econbiz.de/10014338286
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The impact of an NYSE listing on the global trading of non-US stocks
Smith, Katherine A.; Sofianos, George - 1997
Persistent link: https://www.econbiz.de/10000983723
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The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares
Frijns, Bart; Indriawan, Ivan; Tourani Rad, Alireza - In: International review of financial analysis 56 (2018), pp. 136-152
Persistent link: https://www.econbiz.de/10012006239
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Market fragmentation, market quality and clientele effects
Turnbull, D. Alasdair S. - In: International journal of financial research 9 (2018) 1, pp. 74-89
Persistent link: https://www.econbiz.de/10012234724
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International trade-venue clienteles and order-flow competitiveness
Kryzanowski, Lawrence; Rubalcava, Arturo - In: Journal of financial intermediation 14 (2005) 1, pp. 86-113
Persistent link: https://www.econbiz.de/10002583650
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Implications of a reduction in tick size on short-sell order execution
Alexander, Gordon J.; Peterson, Mark A. - In: Journal of financial intermediation 11 (2002) 1, pp. 37-60
Persistent link: https://www.econbiz.de/10001660031
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Decimal trading and market impact
Chakravarty, Sugato (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001915143
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Making Cents of Tick Sizes : An Investigation of the 2016 U.S. SEC Tick Size Pilot on Limit Order Book Liquidity
Griffith, Todd - 2019
We use the 2016 U.S. SEC tick size pilot to examine the effects of an increase in the minimum price variation on limit order book liquidity in NASDAQ-listed stocks on the NASDAQ exchange. For treatment stocks with an average pre-pilot quoted spread less than $0.05, the tick size increase is...
Persistent link: https://www.econbiz.de/10012902516