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Competition from the limit order book and NYSE spreads

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  • Phillips Kugele, Lynn
  • McInish, Thomas H.
  • Van Ness, Bonnie F.
  • Van Ness, Robert A.

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Suggested Citation

  • Phillips Kugele, Lynn & McInish, Thomas H. & Van Ness, Bonnie F. & Van Ness, Robert A., 2000. "Competition from the limit order book and NYSE spreads," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(1), pages 31-42, January.
    • Handle: RePEc:eee:intfin:v:10:y:2000:i:1:p:31-42
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    References listed on IDEAS

    as
    1. Chung, Kee H. & Van Ness, Bonnie F. & Van Ness, Robert A., 1999. "Limit orders and the bid-ask spread," Journal of Financial Economics, Elsevier, vol. 53(2), pages 255-287, August.
    2. Harris, Lawrence & Hasbrouck, Joel, 1996. "Market vs. Limit Orders: The SuperDOT Evidence on Order Submission Strategy," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 31(2), pages 213-231, June.
    3. Blume, Marshall E & Goldstein, Michael A, 1997. "Quotes, Order Flow, and Price Discovery," Journal of Finance, American Finance Association, vol. 52(1), pages 221-244, March.
    4. Handa, Puneet & Schwartz, Robert A, 1996. "Limit Order Trading," Journal of Finance, American Finance Association, vol. 51(5), pages 1835-1861, December.
    5. Lakonishok, Josef & Maberly, Edwin, 1990. "The Weekend Effect: Trading Patterns of Individual and Institutional Investors," Journal of Finance, American Finance Association, vol. 45(1), pages 231-243, March.
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    Cited by:

    1. Kee H. Chung & Xin Zhao, 2003. "Intraday Variation in the Bid‐Ask Spread: Evidence after the Market Reform," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 26(2), pages 191-206, June.

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