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The Quotation Behavior of Ecns and NASDAQ Market Makers · Study

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PreprintThe Quotation Behavior of Ecns and NASDAQ Market Makers

Yusif E. Simaan1998

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Preprintgreen1998

The Quotation Behavior of Ecns and NASDAQ Market Makers

Yusif E. Simaan · Daniel G. Weaver · David K. Whitcomb

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

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Financial Markets and Investment Strategies Finance, Markets, and Regulation Securities Regulation and Market Practices

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References

1996Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE 1994Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes?1994Minimum Price Variations, Discrete Bid–Ask Spreads, and Quotation Sizes 1991Stock Price Clustering and Discreteness 1981Transaction Costs, Order Placement Strategy, and Existence of the Bid-Ask Spread 1994Why Did NASDAQ Market Makers Stop Avoiding Odd‐Eighth Quotes?1999Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks 1995Market Structure and the Intraday Pattern of Bid-Ask Spreads for NASDAQ Securities

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1999Symposium on Market Microstructure: A Review of Empirical Researcharticle · 9 shared references 2004TRADING COSTS AND QUOTE CLUSTERING ON THE NYSE AND NASDAQ AFTER DECIMALIZATIONarticle · 8 shared references 2002Spreads, Depths, and Quote Clustering on the NYSE and Nasdaq: Evidence after the 1997 Securities and Exchange Commission Rule Changesarticle · 8 shared references 1997Entry, Exit, Market Makers, and the Bid-Ask Spreadarticle · 7 shared references 1997Nasdaq market structure and spread patternsarticle · 7 shared references 1999Security bid/ask dynamics with discreteness and clustering: Simple strategies for modeling and estimationarticle · 7 shared references

Details

Year1998

Typepreprint

Published1998-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations26

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.142670

openalex_workW1513998315

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