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Competitiveness and price setting in dealer markets

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Author Info
Lucy F. Ackert
Bryan K. Church

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Abstract

The behavior of securities dealers has been closely scrutinized in the 1990s. Recent investigations of the National Association of Securities Dealers and the Nasdaq market by the U.S. Department of Justice and the Securities and Exchange Commission suggest that market makers colluded to fix prices and widen bid-ask spreads in attempts to increase dealers' profits at investors' expense. At a minimum, market makers appear to have adopted a quoting convention that can be viewed as anticompetitive behavior. ; This article explores the Nasdaq pricing controversy in light of economic theory and evidence of alleged collusion. Important findings in recent academic studies suggest that spreads may be large on Nasdaq because dealers had little incentive to compete using price and to narrow the spread. In addition to collusion, institutional features may produce spreads that are wider than observed in a purely competitive setting. ; The authors note that because dealers compete along nonprice dimensions, a judgment regarding the competitiveness of the Nasdaq market based solely on the width of the bid-ask spread is problematic. New rules approved by the SEC and recently implemented in the Nasdaq market should lead to narrower spreads and enhance price competitiveness.

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Publisher Info
Article provided by Federal Reserve Bank of Atlanta in its journal Economic Review.

Volume (Year): (1998)
Issue (Month): Q 3 ()
Pages: 4-11
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Handle: RePEc:fip:fedaer:y:1998:i:q3:p:4-11:n:v.83no.3

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Keywords: Financial markets ; Securities;

References listed on IDEAS
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  1. Christie, William G & Harris, Jeffrey H & Schultz, Paul H, 1994. " Why Did NASDAQ Market Makers Stop Avoiding Odd-Eighth Quotes?," Journal of Finance, American Finance Association, vol. 49(5), pages 1841-60, December. [Downloadable!] (restricted)
  2. Neal, Robert, 1992. "A Comparison of Transaction Costs between Competitive Market Maker and Specialist Market Structures," Journal of Business, University of Chicago Press, vol. 65(3), pages 317-34, July. [Downloadable!] (restricted)
  3. 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. [Downloadable!] (restricted)
  4. Demsetz, Harold, 1997. "Limit orders and the alleged Nasdaq collusion," Journal of Financial Economics, Elsevier, vol. 45(1), pages 91-95, July. [Downloadable!] (restricted)
  5. Lucy F. Ackert & Bryan K. Church, 1998. "Bid-ask spreads in multiple dealer settings: Some experimental evidence," Working Paper 98-9, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:
  6. Christie, William G & Schultz, Paul H, 1994. " Why Do NASDAQ Market Makers Avoid Odd-Eighth Quotes?," Journal of Finance, American Finance Association, vol. 49(5), pages 1813-40, December. [Downloadable!] (restricted)
  7. Stoll, Hans R & Whaley, Robert E, 1990. "Stock Market Structure and Volatility," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 3(1), pages 37-71. [Downloadable!] (restricted)
  8. Glosten, Lawrence R. & Milgrom, Paul R., 1985. "Bid, ask and transaction prices in a specialist market with heterogeneously informed traders," Journal of Financial Economics, Elsevier, vol. 14(1), pages 71-100, March. [Downloadable!] (restricted)
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  9. Bloomfield, Robert & O'Hara, Maureen, 1998. "Does order preferencing matter?1," Journal of Financial Economics, Elsevier, vol. 50(1), pages 3-37, October. [Downloadable!] (restricted)
  10. Bessembinder, Hendrik, 1997. "The degree of price resolution and equity trading costs," Journal of Financial Economics, Elsevier, vol. 45(1), pages 9-34, July. [Downloadable!] (restricted)
  11. Grossman, Sanford J, et al, 1997. "Clustering and Competition in Asset Markets," Journal of Law & Economics, University of Chicago Press, vol. 40(1), pages 23-60, April.
  12. Dutta, Prajit K & Madhavan, Ananth, 1997. " Competition and Collusion in Dealer Markets," Journal of Finance, American Finance Association, vol. 52(1), pages 245-76, March. [Downloadable!] (restricted)
  13. Amihud, Yakov & Mendelson, Haim, 1986. "Asset pricing and the bid-ask spread," Journal of Financial Economics, Elsevier, vol. 17(2), pages 223-249, December. [Downloadable!] (restricted)
  14. Kandel, Eugene & Marx, Leslie M., 1997. "Nasdaq market structure and spread patterns," Journal of Financial Economics, Elsevier, vol. 45(1), pages 61-89, July. [Downloadable!] (restricted)
  15. Angel, James J, 1997. " Tick Size, Share Prices, and Stock Splits," Journal of Finance, American Finance Association, vol. 52(2), pages 655-81, June. [Downloadable!] (restricted)
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