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The initiation and withdrawal of odd-eighth quotes among Nasdaq stocks: an empirical analysis

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Author Info
Christie, William G.
Schultz, Paul H.

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File URL: http://www.sciencedirect.com/science/article/B6VBX-3WRBP1Y-8/2/e5e842f06fce0302d9a4375084999d12
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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 52 (1999)
Issue (Month): 3 (June)
Pages: 409-442
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Handle: RePEc:eee:jfinec:v:52:y:1999:i:3:p:409-442

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Web page: http://www.elsevier.com/locate/inca/505576

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  1. Kyle Bagwell, 2004. "Collusion and Price Rigidity," Theory workshop papers 658612000000000081, UCLA Department of Economics. [Downloadable!]
    Other versions:
  2. Yi-Tsung Lee & Yu-Jane Liu & Richard Roll & Avanidhar Subrahmanyam, 2001. "Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange, Forthcoming in the Journal of Financial and Quantitative Analysis," University of California at Los Angeles, Anderson Graduate School of Management 1021, Anderson Graduate School of Management, UCLA. [Downloadable!]
  3. Joe Chen, 2005. "The Market Structure of Nasdaq Dealer Markets and Quoting Conventions," CIRJE F-Series CIRJE-F-357, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  4. Tarun Chordia & Richard Roll & Avanidhar Subrahmanyam, 2000. "Order Imbalance, Liquidity, and Market Returns," University of California at Los Angeles, Anderson Graduate School of Management 1073, Anderson Graduate School of Management, UCLA. [Downloadable!]
  5. Scott Marchi & James Hamilton, 2006. "Assessing the Accuracy of Self-Reported Data: an Evaluation of the Toxics Release Inventory," Journal of Risk and Uncertainty, Springer, vol. 32(1), pages 57-76, January. [Downloadable!] (restricted)
  6. Joseph E. Harrington, Jr, 2005. "Detecting Cartels," Economics Working Paper Archive 526, The Johns Hopkins University,Department of Economics. [Downloadable!]
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