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Does order preferencing matter?
12 references·12 citing·43 second hop
Does order preferencing matter? (1998)Does order preferencing matter?Third Market Broker-Dealers: Cost Competitors or Cream Skimmers? (1997)Third Market Broker-Dealers: …Nasdaq market structure and spread patterns (1997)Nasdaq market structure and s…Do Competing Specialists and Preferencing Dealers Affect Market Quality? (1997)Do Competing Specialists and …Competition and Collusion in Dealer Markets (1997)Competition and Collusion in …Why Nasdaq market makers avoid odd-eighth quotes (1996)Why Nasdaq market makers avoi…Market Microstructure Theory. (1996)Market Microstructure Theory.Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE (1996)Dealer versus auction markets…Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow (1996)Cream-Skimming or Profit-Shar…The Handbook of experimental economics (1995)The Handbook of experimental …Why Did NASDAQ Market Makers Stop Avoiding Odd‐Eighth Quotes? (1994)Why Did NASDAQ Market Makers …Experimental Economics (1994)Experimental EconomicsInformation Aggregation in an Experimental Market (1990)Information Aggregation in an…Make-Take Structure and Market Quality: Evidence from the U.S. Options Markets (2016)Make-Take Structure and Marke…Hidden Liquidity: Some New Light on Dark Trading (2011)Hidden Liquidity: Some New Li…Stock Market Quality in the Presence of a Traded Option* (2006)Stock Market Quality in the P…Competition on the Nasdaq and the growth of electronic communication networks (2006)Competition on the Nasdaq and…Is Best Really Better? Internalization in Xetra Best (2005)Is Best Really Better? Intern…Trade-through prohibitions and market quality (2004)Trade-through prohibitions an…Payment for order flow (2003)Payment for order flowDoes the Limit Order Routing Decision Matter? (2002)Does the Limit Order Routing …The Opportunity for Conspiracy in Asset Markets Organized with Dealer Intermediaries (2000)The Opportunity for Conspirac…Payments for Order Flow on Nasdaq (1999)Payments for Order Flow on Na…Making Market Microstructure Matter (1999)Making Market Microstructure …Trading Costs and Return Volatility: Evidence from Exchange Listings (1998)Trading Costs and Return Vola…The Cost of Transacting (1968)THE PRICING OF SECURITY DEALER SERVICES: AN EMPIRICAL STUDY OF NASDAQ STOCKS (1978)Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes? (1994)Competing Mechanisms in a Common Value Environment (2000)Liquidity in Asset Markets With Search Frictions (2009)What happened to the quants in August 2007? Evidence from factors and transactions data (2010)A Supergame-Theoretic Model of Price Wars during Booms (1986)On the Theory of Infinitely Repeated Games with Discounting (1988)Toward a Theory of Discounted Repeated Games with Imperfect Monitoring (1990)Quote-based competition and trade execution costs in NYSE-listed stocks (2003)Liquidity in the Futures Pits: Inferring Market Dynamics from Incomplete Data (2004)An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks (1992)Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks (1997)Middlemen versus Market Makers: A Theory of Competitive Exchange (2003)Trading your neighbor’s ETFs: Competition or fragmentation? 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(1995)Trustworthiness and competitive altruism can also solve the “tragedy of the commons” (2004)Propensities to engage in and punish corrupt behavior: Experimental evidence from Australia, India, Indonesia and Singapore (2009)
this work references cited by second hop

References

  • 1995The Handbook of experimental economics3,678 cited
  • 1996Market Microstructure Theory.1,152 cited
  • 1996Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE1,009 cited
  • 1996Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow537 cited
  • 1994Why Did NASDAQ Market Makers Stop Avoiding Odd‐Eighth Quotes?343 cited
  • 1990Information Aggregation in an Experimental Market224 cited
  • 1994Experimental Economics218 cited
  • 1997Competition and Collusion in Dealer Markets178 cited
  • 1997Third Market Broker-Dealers: Cost Competitors or Cream Skimmers?172 cited
  • 1997Do Competing Specialists and Preferencing Dealers Affect Market Quality?137 cited
  • 1997Nasdaq market structure and spread patterns102 cited
  • 1996Why Nasdaq market makers avoid odd-eighth quotes87 cited

Cited by

  • 2003Payment for order flow70 cited
  • 1999Payments for Order Flow on Nasdaq66 cited
  • 2006Stock Market Quality in the Presence of a Traded Option*58 cited
  • 2004Trade-through prohibitions and market quality

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56 cited
  • 2006Competition on the Nasdaq and the growth of electronic communication networks50 cited
  • 1999Making Market Microstructure Matter44 cited
  • 2000The Opportunity for Conspiracy in Asset Markets Organized with Dealer Intermediaries39 cited
  • 2002Does the Limit Order Routing Decision Matter?36 cited
  • 2011Hidden Liquidity: Some New Light on Dark Trading33 cited
  • 2005Is Best Really Better? Internalization in Xetra Best30 cited
  • 1998Trading Costs and Return Volatility: Evidence from Exchange Listings29 cited
  • 2016Make-Take Structure and Market Quality: Evidence from the U.S. Options Markets27 cited