Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks
- 1 February 1999
- journal article
- Published by Wiley in The Journal of Finance
- Vol. 54 (1), 1-34
- https://doi.org/10.1111/0022-1082.00097
Abstract
No abstract availableKeywords
This publication has 20 references indexed in Scilit:
- The initiation and withdrawal of odd-eighth quotes among Nasdaq stocks: an empirical analysisJournal of Financial Economics, 1999
- Dealer Markets Under Stress: The Performance of NASDAQ Market Makers During the November 15, 1991, Market BreakJournal of Financial Services Research, 1998
- A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed StocksJournal of Financial and Quantitative Analysis, 1997
- Bid-ask spreads and the avoidance of odd-eighth quotes on Nasdaq: An examination of exchange listingsJournal of Financial Economics, 1997
- The degree of price resolution and equity trading costsJournal of Financial Economics, 1997
- Limit orders and the alleged Nasdaq collusionJournal of Financial Economics, 1997
- Market Structure and the Intraday Pattern of Bid-Ask Spreads for NASDAQ SecuritiesThe Journal of Business, 1995
- Why Did NASDAQ Market Makers Stop Avoiding Odd‐Eighth Quotes?The Journal of Finance, 1994
- Why do NASDAQ Market Makers Avoid Odd‐Eighth Quotes?The Journal of Finance, 1994
- Market Structures and Liquidity: A Transactions Data Study of Exchange ListingsJournal of Financial Intermediation, 1994