Hybrid markets, tick size and investor trading costs
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Financial Markets.
Volume (Year): 9 (2006)
Issue (Month): 4 (November)
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Web page: http://www.elsevier.com/locate/finmar
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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Rodney L. White Center for Financial Research Working Papers
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- Lawrence R. Glosten & Paul R. Milgrom, 1983.
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- Jones, Charles M. & Lipson, Marc L., 2001. "Sixteenths: direct evidence on institutional execution costs," Journal of Financial Economics, Elsevier, vol. 59(2), pages 253-278, February.
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"Are there Structural Breaks in Realized Volatility?,"
tecipa-304, University of Toronto, Department of Economics.
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2006-W08, Economics Group, Nuffield College, University of Oxford.
- Large, Jeremy, 2009. "A market-clearing role for inefficiency on a limit order book," Journal of Financial Economics, Elsevier, vol. 91(1), pages 102-117, January.
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