Market structure, fragmentation, and market quality

Author:

Bennett Paul,Wei Li

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference64 articles.

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2. Bid-ask spreads and the avoidance of odd-eights quotes on NASDAQ: an examination of exchange listings;Barclay;Journal of Financial Economics,1997

3. Liquidity externalities and adverse selection: evidence from trading after hours;Barclay;Journal of Finance,2004

4. Barclay, M., Hendershott, T., Jones, C., 2003. Which witches better? a cross-market comparison of extreme liquidity shock. Working Paper, University of Rochester.

5. Baruch S., Karolyi, A., Lemmon, M., 2005. Multi-market trading and liquidity: theory and evidence. Working Paper, University of Utah.

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