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Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE

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  • Huang, Roger D.
  • Stoll, Hans R.

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  • Huang, Roger D. & Stoll, Hans R., 1996. "Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE," Journal of Financial Economics, Elsevier, vol. 41(3), pages 313-357, July.
    • Handle: RePEc:eee:jfinec:v:41:y:1996:i:3:p:313-357
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    29. Petersen, Mitchell A. & Fialkowski, David, 1994. "Posted versus effective spreads *1: Good prices or bad quotes?," Journal of Financial Economics, Elsevier, vol. 35(3), pages 269-292, June.
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