Limit orders and the alleged Nasdaq collusion
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References listed on IDEAS
- Christie William G. & Huang Roger D., 1994. "Market Structures and Liquidity: A Transactions Data Study of Exchange Listings," Journal of Financial Intermediation, Elsevier, vol. 3(3), pages 300-326, June.
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- Joe Chen, 2005. "The Market Structure of Nasdaq Dealer Markets and Quoting Conventions," CARF F-Series CARF-F-040, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Joe Chen, 2005. "The Market Structure of Nasdaq Dealer Markets and Quoting Conventions," CIRJE F-Series CIRJE-F-357, CIRJE, Faculty of Economics, University of Tokyo.
- Tse, Yiuman & Devos, Erik, 2004. "Trading costs, investor recognition and market response: An analysis of firms that move from the Amex (Nasdaq) to Nasdaq (Amex)," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 63-83, January.
- Frino, Alex & Gerace, Dionigi & Lepone, Andrew, 2008. "Liquidity in auction and specialist market structures: Evidence from the Italian bourse," Journal of Banking & Finance, Elsevier, vol. 32(12), pages 2581-2588, December.
- 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.
- Aggarwal, Reena & Angel, James J., 1999.
"The rise and fall of the Amex Emerging Company Marketplace,"
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Elsevier, vol. 52(2), pages 257-289, May.
- Reena Aggarwal & James J. Angel, "undated". "The Rise and Fall of the AMEX Emerging Company Marketplace," Working Papers _002, Georgetown School of Business.
- Lucy F. Ackert & Bryan K. Church, 1998. "Competitiveness and price setting in dealer markets," Economic Review, Federal Reserve Bank of Atlanta, issue Q 3, pages 4-11.
- Barclay, Michael J., 1997. "Bid-ask spreads and the avoidance of odd-eighth quotes on Nasdaq: An examination of exchange listings," Journal of Financial Economics, Elsevier, vol. 45(1), pages 35-60, July.
- Schwert, G. William, 1997. "Symposium on market microstructure: Focus on Nasdaq," Journal of Financial Economics, Elsevier, vol. 45(1), pages 3-8, July.
- Hun Y. Park & Asani Sarkar & Lifan Wu, 1998. "Do Brokers Misallocate Customer Trades? Evidence From Futures Markets," Finance 9801002, EconWPA.
- Eric Benhamou & Thomas Serval, 2000. "On the Competition Between ECNs, Stock Markets and Market Makers," FMG Discussion Papers dp345, Financial Markets Group.
- LOVO, Stefano M. & CALCAGNO, R., 2001. "Market efficiency and Price Formation when Dealers are Asymmetrically Informed," Les Cahiers de Recherche 737, HEC Paris.
- Valérie Revest & Samira Guennif, 2005. "Social structure and reputation: the NASDAQ case study," Post-Print halshs-00163731, HAL.
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