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International trade-venue clienteles and order-flow competitiveness

  • Kryzanowski, Lawrence
  • Rubalcava, Arturo
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    File URL: http://www.sciencedirect.com/science/article/B6WJD-4BFXRS8-2/2/b0573cf922ef9a8d7dd54629f876e2f3
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    Article provided by Elsevier in its journal Journal of Financial Intermediation.

    Volume (Year): 14 (2005)
    Issue (Month): 1 (January)
    Pages: 86-113

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    Handle: RePEc:eee:jfinin:v:14:y:2005:i:1:p:86-113
    Contact details of provider: Web page: http://www.elsevier.com/locate/inca/622875

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    20. MacKinnon, Greg & Nemiroff, Howard, 1999. "Liquidity and Tick Size: Does Decimalization Matter?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 22(3), pages 287-99, Fall.
    21. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-38, July.
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    25. Huang, Roger D. & Stoll, Hans R., 1996. "Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE," Journal of Financial Economics, Elsevier, vol. 41(3), pages 313-357, July.
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    34. Ahn, Hee-Joon & Cao, Charles Q. & Choe, Hyuk, 1996. "Tick Size, Spread, and Volume," Journal of Financial Intermediation, Elsevier, vol. 5(1), pages 2-22, January.
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