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Fragmentation, competition, and limit orders: New evidence from interday spreads

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  • Porter, David C.
  • Thatcher, John G.

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  • Porter, David C. & Thatcher, John G., 1998. "Fragmentation, competition, and limit orders: New evidence from interday spreads," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(1), pages 111-128.
    • Handle: RePEc:eee:quaeco:v:38:y:1998:i:1:p:111-128
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    30. Venkatesh, P C, 1992. "Empirical Evidence on the Impact of the Bid-Ask Spread on the Characteristics of CRSP Daily Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 15(2), pages 113-125, Summer.
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