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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

A comparison of volatility and bid-ask spread for NASDAQ and NYSE after decimalization

Jiang, Christine X.; Kim, Jang-chul; Wood, Robert A. - In: Applied economics 43 (2011) 10/12, pp. 1227-1239

Persistent link: https://www.econbiz.de/10009239433

The flash crash : trading aggressiveness, liquidity supply, and the impact of intermarket sweep orders

McInish, Thomas H.; Upson, James; Wood, Robert A. - In: The financial review : the official publication of the … 49 (2014) 3, pp. 481-509

Persistent link: https://www.econbiz.de/10010401378

Clean sweep : informed trading through intermarket sweep orders

Chakravarty, Sugato; Jain, Pankaj K.; Upson, James; … - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 2, pp. 415-435

Persistent link: https://www.econbiz.de/10009672553

The effects of inflation news on high frequency stock returns

Adams, Gregory D.; McQueen, Grant R.; Wood, Robert - In: The journal of business : B 77 (2004) 3, pp. 547-574

Persistent link: https://www.econbiz.de/10002205101

Did decimalization hurt institutional investors?

Chakravarty, Sugato; Panchapagesan, Venkatesh; Wood, … - In: Journal of financial markets 8 (2005) 4, pp. 400-420

Persistent link: https://www.econbiz.de/10003177617

Evaluating quality circles : the American application

Wood, Robert - In: California management review 26 (1983) 1, pp. 37-53

Persistent link: https://www.econbiz.de/10003003925

Has British aid helped poor countries? : five African cases

Wood, Robert; Morton, Kathryn - In: ODI review / Overseas Development Institute : a journal … (1977) 1, pp. 40-67

Persistent link: https://www.econbiz.de/10003003941

The impact of regulation fair disclosure on information asymmetry and trading : an intraday analysis

Chiyachantana, Chiraphol N.; Jiang, Christine X.; … - In: The financial review : the official publication of the … 39 (2004) 4, pp. 549-577

Persistent link: https://www.econbiz.de/10002419302

Autocorrelation of daily index returns : intraday-to-intraday versus close-to-close intervals

McInish, Thomas H. - In: Journal of banking & finance 15 (1991) 1, pp. 193-206

Persistent link: https://www.econbiz.de/10001100942