References

• 1995An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse1,151 cited
• 1999The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States1,051 cited
• 1994A Review of Financial Studies (1)885 cited
• 1994Minimum Price Variations, Discrete Bid–Ask Spreads, and Quotation Sizes603 cited
• 1998International Cross‐Listing and Order Flow Migration: Evidence from an Emerging Market444 cited
• 2001Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time378 cited
• 1999Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks327 cited
• 1997A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks279 cited
• 2002Technological Innovation and Economic Performance225 cited
• 2002Quote setting and price formation in an order driven market216 cited
• 1998Brookings-Wharton papers on financial services186 cited
• 2000THE LIQUIDITY ROUTE TO A LOWER COST OF CAPITAL156 cited
• 2000Liquidity Beyond the Inside Spread: Measuring and Using Information in the Limit Order Book131 cited
• 1990Trading Systems in European Stock Exchanges: Current Performance and Policy Options120 cited