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The dynamics of quote adjustments
Chung, Kee H.; Chuwonganant, Chairat; Jiang, Jing - In: Journal of banking & finance 32 (2008) 11, pp. 2390-2400
Persistent link: https://www.econbiz.de/10003787214
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The Dynamics of Quote Adjustments
Chung, Kee H. - 2008
Liquidity providers on the NYSE make faster quote adjustments towards equilibrium spreads and depths than they do on NASDAQ. Liquidity providers in both markets make faster spread and depth adjustments for stocks with more frequent trading, greater return volatility, higher prices, smaller...
Persistent link: https://www.econbiz.de/10012725958
Cover Image
The dynamics of quote adjustments
Chung, Kee H.; Chuwonganant, Chairat; Jiang, Jing - In: Journal of Banking & Finance 32 (2008) 11, pp. 2390-2400
Liquidity providers on the NYSE make faster quote adjustments towards equilibrium spreads and depths than they do on NASDAQ. Liquidity providers in both markets make faster spread and depth adjustments for stocks with more frequent trading, greater return volatility, higher prices, smaller...
Persistent link: https://www.econbiz.de/10005213629
Cover Image
The dynamics of quote adjustments
Chung, Kee H.; Chuwonganant, Chairat; Jiang, Jing - In: Journal of banking & finance 32 (2008) 11, pp. 2390-2401
Persistent link: https://www.econbiz.de/10008879748
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Quote-based competition, market share, and execution quality in NASDAQ-listed securities
Chung, Kee H.; Chuwonganant, Chairat - In: Journal of banking & finance 31 (2007) 9, pp. 2770-2795
Persistent link: https://www.econbiz.de/10003572362
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Transparency and market quality : evidence from supermontage
Chung, Kee H.; Chuwonganant, Chairat - In: Journal of financial intermediation 18 (2009) 1, pp. 93-111
Persistent link: https://www.econbiz.de/10003813186
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Regulation NMS and market quality
Chung, Kee H.; Chuwonganant, Chairat - In: Financial management 41 (2012) 2, pp. 285-317
Persistent link: https://www.econbiz.de/10009576279
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Exit, survival, and competitive equilibrium in dealer markets
Chung, Kee H.; Chuwonganant, Chairat - In: The financial review : the official publication of the … 49 (2014) 3, pp. 435-460
Persistent link: https://www.econbiz.de/10010401381
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Does internalization diminish the impact of quote aggressiveness on dealer market share?
Chung, Kee H.; Chuwonganant, Chairat; McCormick, D. Timothy - In: Journal of financial intermediation 15 (2006) 1, pp. 108-131
Persistent link: https://www.econbiz.de/10003290002
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Order preferencing and market quality on NASDAQ before and after decimalization
Chung, Kee H.; Chuwonganant, Chairat; McCormick, D. Timothy - In: Journal of financial economics 71 (2004) 3, pp. 581-612
Persistent link: https://www.econbiz.de/10001966721