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Public Disclosure and Private Decisions: Equity Market Execution Quality and Order Routing

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References

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2003Quote-based competition and trade execution costs in NYSE-listed stocks155 cited
2003Order preferencing and market quality on NASDAQ before and after decimalization121 cited
2005Institutional Investors and the Informational Efficiency of Prices

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101 cited

1982Technical Note—Simplified Estimation Procedures for MCI Models95 cited

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