Liquidity, Transaction Costs, and Reintermediation in Electronic Markets
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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)
Contact details of provider:
Web page: http://www.springerlink.com/link.asp?id=102934
Electronic markets; market microstructure; financial intermediation.;
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Yakov Amihud & Haim Mendelson, 2000. "The Liquidity Route To A Lower Cost Of Capital," Journal of Applied Corporate Finance, Morgan Stanley, vol. 12(4), pages 8-25.
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Elsevier, vol. 12(6), pages 607-631, December.
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- Michael J. Barclay & William G. Christie & Jeffrey H. Harris & Eugene Kandel & Paul H. Schultz, 1999. "Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks," Journal of Finance, American Finance Association, vol. 54(1), pages 1-34, 02.
- Biais, Bruno & Hillion, Pierre & Spatt, Chester, 1995. " An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse," Journal of Finance, American Finance Association, vol. 50(5), pages 1655-89, December.
- Ian Domowitz, 1996. "An Exchange Is a Many-Splendored Thing: The Classification and Regulation of Automated Trading Systems," NBER Chapters, in: The Industrial Organization and Regulation of the Securities Industry, pages 93-124 National Bureau of Economic Research, Inc.
- Ende, Bartholomäus & Lutat, Marco, 2010. "Trade-throughs in European cross-traded equities after transaction costs: Empirical evidence for the EURO STOXX 50," CFS Working Paper Series 2010/15, Center for Financial Studies (CFS).
- Luisella Bosetti & Pietro Gottardo & Maurizio Murgia & Andrea Pinna, . "TThe Impact of Large Orders in Electronic Markets," BEMPS - Bozen Economics & Management Paper Series BEMPS15, School of Economics and Management at the Free University of Bozen.
- Katya Malinova & Andreas Park, 2009. "Liquidity, Volume, and Price Behavior: The Impact of Order vs. Quote Based Trading," Working Papers tecipa-358, University of Toronto, Department of Economics.
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