Citations for " Why Did NASDAQ Market Makers Stop Avoiding Odd-Eighth Quotes?"
by Christie, William G & Harris, Jeffrey H & Schultz, Paul H
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CoFE Discussion Paper
07-04, Center of Finance and Econometrics, University of Konstanz.
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Journal of Finance,
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- Jan Krahnen & Martin Weber, 2001.
"Marketmaking in the Laboratory: Does Competition Matter?,"
Springer, vol. 4(1), pages 55-85, June.
- Jan Pieter Krahnen & Martin Weber, 2001. "Marketmaking in the Laboratory: Does Competition Matter?," Working Paper Series: Finance and Accounting 4, Department of Finance, Goethe University Frankfurt am Main.
- Natalya Y. Shelkova, 2008. "Low-Wage Labor Markets and the Power of Suggestion," Working papers 2008-33, University of Connecticut, Department of Economics, revised Dec 2008.
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- Thierry Foucault & Bruno Biais & Francois Salanie, 1998.
"Floors, dealer markets and limit order markets,"
- Blau, Benjamin M. & Griffith, Todd G., 2016. "Price clustering and the stability of stock prices," Journal of Business Research, Elsevier, vol. 69(10), pages 3933-3942.
- Kohler, Alexander & von Wyss, Rico, 2012. "Fragmentation in European Equity Markets and Market Quality – Evidence from the Analysis of Trade-Throughs," Working Papers on Finance 1210, University of St. Gallen, School of Finance.
- Biais, Bruno & Bisière, Christophe & Spatt, Chester, 2003. "Imperfect Competition in Financial Markets: ISLAND versus NASDAQ," IDEI Working Papers 220, Institut d'Économie Industrielle (IDEI), Toulouse, revised Dec 2006.
- McInish, Thomas H. & Van Ness, Bonnie F. & Van Ness, Robert A., 2001. "Market changes and spread components, implications for international markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 11(1), pages 65-73, March.
- Jose Montalvo, 2003. "Liquidity and market makers: a pseudo-experimental analysis with ultrahigh frequency data," The European Journal of Finance, Taylor & Francis Journals, vol. 9(4), pages 358-378.
- Domowitz, Ian & Glen, Jack & Madhavan, Ananth, 2001.
"Liquidity, Volatility and Equity Trading Costs across Countries and over Time,"
Wiley Blackwell, vol. 4(2), pages 221-55, Summer.
- Ian Domowitz & Jack Glen & Ananth Madhavan, 2000. "Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time," William Davidson Institute Working Papers Series 322, William Davidson Institute at the University of Michigan.
- Valérie Revest & Samira Guennif, 2005. "Social structure and reputation: the NASDAQ case study," Post-Print halshs-00163731, HAL.
- Catherine Roux & Christian Thöni, 2013.
"Collusion Among Many Firms: The Disciplinary Power of Targeted Punishment,"
Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP)
13.02, Université de Lausanne, Faculté des HEC, DEEP.
- Roux, Catherine & Thöni, Christian, 2015. "Collusion among many firms: The disciplinary power of targeted punishment," Journal of Economic Behavior & Organization, Elsevier, vol. 116(C), pages 83-93.
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- David Michayluk & Paul Kofman, 2001. "Market Structure and Stock Splits," Research Paper Series 62, Quantitative Finance Research Centre, University of Technology, Sydney.
- Salomonsson, Marcus, 2009. "Introducing a spread into the Kyle model," SSE/EFI Working Paper Series in Economics and Finance 713, Stockholm School of Economics.
- 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.
- Kalyn Coatney & Jesse Tack, 2014. "The Impacts of an Antitrust Investigation: A Case Study in Agriculture," Review of Industrial Organization, Springer, vol. 44(4), pages 423-441, June.
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- Khandani, Amir E. & Lo, Andrew W., 2011.
"What happened to the quants in August 2007? Evidence from factors and transactions data,"
Journal of Financial Markets,
Elsevier, vol. 14(1), pages 1-46, February.
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CRSP working papers
331, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
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