Effect of the Actual Size Rule Under Market Stress
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DOI: 10.1007/s11156-006-7211-2
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- Jared F. Egginton & Bonnie F. Ness & Robert A. Ness, 2016. "Dealers and changing obligations: the case of stub quoting," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 919-941, November.
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Keywords
NASDAQ; actual size rule; market stress;All these keywords.
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