This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Dealer Inventory Behavior: An Empirical Investigation of NASDAQ Stocks

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Hans R. Stoll

Additional information is available for the following registered author(s):

Abstract

Important elements in almost every financial market are the dealers who stand ready to trade for their own accounts and thereby provide to the public the convenience of being able to trade immediately. Today the structure of securities markets is in the process of major change; and as part of this restructuring, a major issue is the way in which dealer services ought to be provided and what the appropriate balance between regulation and competition ought to be.

In this paper the quality of dealer services in the over-the-counter (OTC) market as reflected in the nature and degree of dealer inventory changes is examined using NASDAQ (National Association of Securities Dealers Automated Quotation) system data on closing prices and dealer purchases and sales for each stock for each of six trading days between July 9, 1973 (Monday) and July 16, 1973. Appendix I contains a detailed discussion of the data.

Download Info
To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Publisher Info
Paper provided by Wharton School Rodney L. White Center for Financial Research in its series Rodney L. White Center for Financial Research Working Papers with number 15-74.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation:
Date of revision:
Handle: RePEc:fth:pennfi:15-74

Contact details of provider:
Postal: 3254 Steinberg Hall-Dietrich Hall, Philadelphia, PA 19104-6367
Phone: (215) 898-7616
Fax: (215) 573-8084
Email:
Web page: http://finance.wharton.upenn.edu/~rlwctr/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Thomas Krichel).

Related research
Keywords:

Statistics
Access and download statistics

Did you know? A few items listed on IDEAS are over 2000 years old!

This page was last updated on 2009-12-16.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.