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Fragmentation, competition, and limit orders: New evidence from interday spreads · Study

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ArticleFragmentation, competition, and limit orders: New evidence from interday spreads

David C. Porter1998

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Articlegreen1998

Fragmentation, competition, and limit orders: New evidence from interday spreads

David C. Porter · John G. Thatcher

25 citations·0/0 files stored·The Quarterly Review of Economics and Finance

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Financial Markets and Investment Strategies Corporate Finance and Governance Finance, Markets, and Regulation

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References

1968The Cost of Transacting 1995An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse 1992An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks 1978THE PRICING OF SECURITY DEALER SERVICES: AN EMPIRICAL STUDY OF NASDAQ STOCKS 1974Determinants of bid-asked spreads in the over-the-counter market 1972The Economics of Liquidity Services 1989Trading patterns, bid-ask spreads, and estimated security returns 1972Competition and the Pricing of Dealer Service in the Over-the-Counter Stock Market

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2010Trade-throughs in European cross-traded equities after transaction costs – empirical evidence for the EURO STOXX 50

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Year1998

Typearticle

Published1998-03-01

VenueThe Quarterly Review of Economics and Finance

ISSN-L1062-9769

Languageen

Citations25

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/s1062-9769(99)80107-0

openalex_workW1994057911

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