Trading volume shares and market quality: Pre- and post- zero commissions
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DOI: 10.1016/j.jempfin.2024.101564
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More about this item
Keywords
Wholesale market makers; Commissions; Brokers; Retail trading; Payment for order flow; and short squeeze;All these keywords.
JEL classification:
- D4 - Microeconomics - - Market Structure, Pricing, and Design
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- L11 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Production, Pricing, and Market Structure; Size Distribution of Firms
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