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Does an Electronic Stock Exchange Need an Upstairs Market? · Study

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PreprintDoes an Electronic Stock Exchange Need an Upstairs Market?

Kumar Venkataraman2002

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Preprintgreen2002

Does an Electronic Stock Exchange Need an Upstairs Market?

Kumar Venkataraman · Hendrik Bessembinder

31 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Stochastic processes and financial applications Finance, Markets, and Regulation

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References

1983Limited-dependent and qualitative variables in econometrics 1991Inferring Trade Direction from Intraday Data 1987Price, trade size, and information in securities markets 1995An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse 1996Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE 1994Is the Electronic Open Limit Order Book Inevitable?1993Stealth trading and volatility 1995The Behavior of Stock Prices Around Institutional Trades

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2012Dark Trading and Price Discovery

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2004Does an electronic stock exchange need an upstairs market?article · 22 shared references 2017An Empirical Analysis of Market Segmentation on U.S. Equity Marketsarticle · 13 shared references 2002The Microstructure of Stock Marketsarticle · 13 shared references 2007Market impact costs of institutional equity tradesarticle · 11 shared references 2008Anonymity, liquidity and fragmentationarticle · 11 shared references 2012Price impact of block trades in the Saudi stock marketarticle · 11 shared references

Details

Year2002

Typepreprint

Published2002-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations31

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.296271

openalex_workW135806285

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