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Competition on the Nasdaq and the growth of electronic communication networks
16 references·5 citing·44 second hop
Competition on the Nasdaq and the growth of electronic communication networks (2006)Competition on the Nasdaq and the growth …Institutional trading and alternative trading systems (2003)Institutional trading and alt…Competition among Trading Venues: Information and Trading on Electronic Communications Networks (2003)Competition among Trading Ven…The Quality of ECN and Nasdaq Market Maker Quotes (2002)The Quality of ECN and Nasdaq…Competition on the Nasdaq and the Impact of Recent Market Reforms (2000)Competition on the Nasdaq and…Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison (1999)Trade Execution Costs on NASD…MARKET STRUCTURE AND REPORTED TRADING VOLUME: NASDAQ VERSUS THE NYSE (1997)MARKET STRUCTURE AND REPORTED…A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks (1997)A Comparison of Trade Executi…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…Consolidation, Fragmentation, and the Disclosure of Trading Information (1995)Consolidation, Fragmentation,…Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes? (1994)Why do NASDAQ Market Makers A…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…Consolidation, Fragmentation, and Market Performance (1987)Consolidation, Fragmentation,…A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)A Simple Implicit Measure of …Estimation of Dynamic Models with Error Components (1981)Estimation of Dynamic Models …Estimation of Dynamic Models with Error Components (1981)Estimation of Dynamic Models …The determinants of alternative trading venue market share: Global evidence from the introduction of Chi-X (2014)The determinants of alternati…Comovement and investment banking networks (2014)Comovement and investment ban…Competition in securities markets: the impact on liquidity (2011)Competition in securities mar…Liquidity and market efficiency: Analysis of NASDAQ firms (2010)Liquidity and market efficien…Expandable limit order markets (2003)Expandable limit order marketsA Non-cooperative Equilibrium for Supergames (1971)An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks (1992)Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange (1997)Transactions costs and investment style: an inter-exchange analysis of institutional equity trades (1997)Presidential Address: Friction (2000)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)The information content of an open limit‐order book (2008)Price Discovery without Trading: Evidence from Limit Orders (2019)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Inferring Trade Direction from Intraday Data (1991)Liquidity, Information, and Infrequently Traded Stocks (1996)Sixteenths: direct evidence on institutional execution costs (2001)Earnings expectations, investor trade size, and anomalous returns around earnings announcements (2005)Very fast money: High-frequency trading on the NASDAQ (2013)Reexamination of the perfectness concept for equilibrium points in extensive games (1975)Disclosure, Liquidity, and the Cost of Capital (1991)An Empirical Study of Bond Market Transactions (2000)The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis (2002)Should securities markets be transparent? (2005)Specification Tests in Econometrics (1978)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Econometric Analysis of Cross Section and Panel Data (2001)Price, trade size, and information in securities markets (1987)Inferring investor behavior: Evidence from TORQ data (2000)Price Discovery and Trading After Hours (2003)Market microstructure: A survey of microfoundations, empirical results, and policy implications (2005)The Cross-Section of Expected Stock Returns (1992)Advertising, Breadth of Ownership, and Liquidity (2003)The illusory nature of momentum profits (2003)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Efficient Capital Markets: II (1991)On the Pooling of Time Series and Cross Section Data (1978)Formulation and estimation of dynamic models using panel data (1982)On bias, inconsistency, and efficiency of various estimators in dynamic panel data models (1995)Estimating dynamic panel data models: a guide for macroeconomists (1999)Dynamic Linear Models for Heterogenous Panels (1996)Has Latin America's post-reform growth been disappointing? (1997)Bias-Corrected Estimation in Dynamic Panel Data Models (2005)
this work references cited by second hop

References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
  • 1981Estimation of Dynamic Models with Error Components2,326 cited
  • 1996Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE1,009 cited
  • 1994Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes?746 cited
  • 1996Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow537 cited
  • 1995Consolidation, Fragmentation, and the Disclosure of Trading Information345 cited
  • 1997A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks314 cited
  • 1981Estimation of Dynamic Models with Error Components302 cited
  • 2002The Quality of ECN and Nasdaq Market Maker Quotes286 cited
  • 2003Competition among Trading Venues: Information and Trading on Electronic Communications Networks280 cited
  • 1999Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison263 cited
  • 1997MARKET STRUCTURE AND REPORTED TRADING VOLUME: NASDAQ VERSUS THE NYSE221 cited
  • 1987Consolidation, Fragmentation, and Market Performance216 cited
  • 2000

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Competition on the Nasdaq and the Impact of Recent Market Reforms
167 cited
  • 2003Institutional trading and alternative trading systems165 cited
  • Cited by

    • 2003Expandable limit order markets50 cited
    • 2010Liquidity and market efficiency: Analysis of NASDAQ firms42 cited
    • 2014The determinants of alternative trading venue market share: Global evidence from the introduction of Chi-X35 cited
    • 2014Comovement and investment banking networks35 cited
    • 2011Competition in securities markets: the impact on liquidity32 cited