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A Specialist's Quoted Depth as a Strategic Choice Variable

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  • Kenneth A. Kavajecz

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  • Kenneth A. Kavajecz, "undated". "A Specialist's Quoted Depth as a Strategic Choice Variable," Rodney L. White Center for Financial Research Working Papers 12-96, Wharton School Rodney L. White Center for Financial Research.
  • Handle: RePEc:fth:pennfi:12-96
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    Cited by:

    1. Gur Huberman & Dominika Halka, 2001. "Systematic Liquidity," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 24(2), pages 161-178, June.
    2. Kee H. Chung & Xin Zhao, 2004. "Price And Quantity Quotes On Nasdaq: A Study Of Dealer Quotation Behavior," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 27(4), pages 497-519.
    3. Lo, Andrew W. & MacKinlay, A. Craig & Zhang, June, 2002. "Econometric models of limit-order executions," Journal of Financial Economics, Elsevier, vol. 65(1), pages 31-71, July.
    4. Frank Heflin & Kenneth W. Shaw, 2005. "Trade Size And Informed Trading: Which Trades Are "Big"?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 28(1), pages 133-163.
    5. Chung, Kee H. & Chuwonganant, Chairat, 2002. "Tick size and quote revisions on the NYSE," Journal of Financial Markets, Elsevier, vol. 5(4), pages 391-410, October.

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