SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Future of Securities Markets: Competition or Consolidation?
15 references·0 citing·47 second hop
Future of Securities Markets: Competition or Consolidation? (2008)Future of Securities Markets: Competition…Competition in the Market for Nasdaq Securities (2007)Competition in the Market for…Electronic Trading in Stock Markets (2006)Electronic Trading in Stock M…Trades outside the quotes: Reporting delay, trading option, or trade size? (2005)Trades outside the quotes: Re…Financial Market Design and the Equity Premium: Electronic versus Floor Trading (2005)Financial Market Design and t…Financial Market Design and Equity Premium: Electronic Versus Floor Trading (2003)Financial Market Design and E…The Quality of ECN and Nasdaq Market Maker Quotes (2002)The Quality of ECN and Nasdaq…Market Fragmentation (2001)Market FragmentationThe Specialist's Discretion: Stopped Orders and Price Improvement (1999)The Specialist's Discretion: …Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE (1996)Dealer versus auction markets…Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes? (1994)Why do NASDAQ Market Makers A…Automating the price discovery process: Some international comparisons and regulatory implications (1993)Automating the price discover…Automating the Price Discovery Process: Some International Comparisons and Regulatory Implications (1992)Automating the Price Discover…Regulation of securities markets : an examination of the effects of increased competition (1979)Regulation of securities mark…Toward a Fully Automated Stock Exchange, Part II (1971)Toward a Fully Automated Stoc…Toward a Fully Automated Stock Exchange, Part I (1971)Toward a Fully Automated Stoc…A Non-cooperative Equilibrium for Supergames (1971)An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks (1992)Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models (1993)Market microstructure: A survey (2000)Do liquidity measures measure liquidity?☆ (2009)A Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices (2012)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)Price discovery and common factor models (2002)Intraday Price Formation in U.S. Equity Index Markets (2003)Informed Trading in Stock and Option Markets (2004)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Measuring the Information Content of Stock Trades (1991)Presidential Address: Friction (2000)Stealth-trading: Which traders' trades move stock prices? (2001)Trade Execution Costs and Market Quality after Decimalization (2003)The Cost of Transacting (1968)The Noise Trader Approach to Finance (1990)Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data (2009)The Flash Crash: High-Frequency Trading in an Electronic Market (2011)The Flash Crash: High-Frequency Trading in an Electronic Market (2011)Asset pricing and the bid-ask spread (1986)Illiquidity and stock returns: cross-section and time-series effects (2002)Liquidity Risk and Expected Stock Returns (2003)Hidden liquidity: An analysis of order exposure strategies in electronic stock markets (2009)Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio (2011)The Empirical Analysis of Liquidity (2014)Inferring Trade Direction from Intraday Data (1991)The Cross-Section of Expected Stock Returns (1992)A New Estimate of Transaction Costs (1999)Over-the-Counter Markets (2004)A Theory of Intraday Patterns: Volume and Price Variability (1988)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)The Components of the Bid-Ask Spread: A General Approach (1997)Price Discovery in Fragmented Markets (2009)Imperfect Competition in Financial Markets: An Empirical Study of Island and Nasdaq (2010)Is market fragmentation harming market quality? (2011)Long-Lived Private Information and Imperfect Competition (1992)Liquidity and Credit Default Swap Spreads (2008)Does Algorithmic Trading Improve Liquidity? (2011)High-Frequency Trading and Price Discovery (2014)Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)Zooming in on Liquidity (2004)Toward a Fully Continuous Exchange (2017)The Financial System Red in Tooth and Claw: 75 Years of Co-Evolving Markets and Technology (2021)
this work references cited by second hop

References

  • 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
  • 2002The Quality of ECN and Nasdaq Market Maker Quotes286 cited
  • 1971Toward a Fully Automated Stock Exchange, Part I193 cited
  • 2005Financial Market Design and the Equity Premium: Electronic versus Floor Trading183 cited
  • 2003Financial Market Design and Equity Premium: Electronic Versus Floor Trading176 cited
  • 2006Electronic Trading in Stock Markets132 cited
  • 1999The Specialist's Discretion: Stopped Orders and Price Improvement102 cited
  • 2007Competition in the Market for Nasdaq Securities73 cited
  • 1971Toward a Fully Automated Stock Exchange, Part II57 cited
  • 2001Market Fragmentation37 cited
  • 1992Automating the Price Discovery Process: Some International Comparisons and Regulatory Implications36 cited
  • 2005Trades outside the quotes: Reporting delay, trading option, or trade size?32 cited
  • 1993Automating the price discovery process: Some international comparisons and regulatory implications25 cited
  • 1979Regulation of securities markets : an examination of the effects of increased competition

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

20 cited

Cited by

No citing works inside the corpus for this window.