Electronic Communication Networks and Liquidity on the Nasdaq
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Bibliographic InfoArticle provided by Springer in its journal Journal of Financial Services Research.
Volume (Year): 22 (2002)
Issue (Month): 1 (August)
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Web page: http://www.springerlink.com/link.asp?id=102934
Bid-ask spread; liquidity; ECN; Nasdaq.;
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- Bruce Mizrach, 2002. "The Next Tick on Nasdaq: Does Level II Information Matter?," Departmental Working Papers 200202, Rutgers University, Department of Economics.
- Chung, Dennis Y. & Hrazdil, Karel, 2012. "Speed of convergence to market efficiency: The role of ECNs," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 702-720.
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- Ricardo Ribeiro, 2008. "Market Dominance and Barriers to Competition in Financial Trading Venues," Working Papers 08-35, NET Institute, revised Oct 2008.
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