Locked and crossed markets on NASDAQ and the NYSE
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References listed on IDEAS
- Robert Battalio & Brian Hatch & Robert Jennings, 2004. "Toward a National Market System for U.S. Exchange-listed Equity Options," Journal of Finance, American Finance Association, vol. 59(2), pages 933-962, April.
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- Goldstein, Michael A. & Shkilko, Andriy V. & Van Ness, Bonnie F. & Van Ness, Robert A., 2008. "Competition in the market for NASDAQ securities," Journal of Financial Markets, Elsevier, vol. 11(2), pages 113-143, May.
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- Lee, Charles M C & Ready, Mark J, 1991. " Inferring Trade Direction from Intraday Data," Journal of Finance, American Finance Association, vol. 46(2), pages 733-746, June.
Citations
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Cited by:
- Laurence Lescourret, 2012.
"Non-fundamental Information and Market-makers' Behavior during the NASDAQ Preopening Session,"
Post-Print
hal-00772798, HAL.
- Lescourret, Laurence, 2012. "Non-Fundamental Information and Market-Makers' Behavior during the NASDAQ Preopening Session," ESSEC Working Papers WP1212, ESSEC Research Center, ESSEC Business School.
- Thierry Foucault & Roman Kozhan & Wing Wah Tham, 2017.
"Toxic Arbitrage,"
Review of Financial Studies,
Society for Financial Studies, vol. 30(4), pages 1053-1094.
- Foucault, Thierry & Kozhan, Roman & Tham, Wing Wah, 2014. "Toxic Arbitrage," CEPR Discussion Papers 9925, C.E.P.R. Discussion Papers.
- Foucault , Thierry & Kozhan , Roman, 2014. "Toxic Arbitrage," Les Cahiers de Recherche 1040, HEC Paris.
- Hoffmann, Peter, 2016. "Adverse selection, market access, and inter-market competition," Journal of Banking & Finance, Elsevier, vol. 65(C), pages 108-119.
- Garvey, Ryan & Wu, Fei, 2011. "Information, speed vs. cost trade-offs, and order routing decisions in U.S. equity markets," Journal of Empirical Finance, Elsevier, vol. 18(3), pages 408-422, June.
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