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There are 46709 results for: content related to: Cost of Transacting and Expected Returns in the Nasdaq Market

  1. THE EFFECT OF THE TRADING SYSTEM ON IPO UNDERPRICING: EVIDENCE FROM THE 1997 ORDER-HANDLING RULES

    Journal of Financial Research

    Volume 34, Issue 1, Spring 2011, Pages: 103–130, James A. Ligon and Hao-Chen Liu

    Article first published online : 18 MAR 2011, DOI: 10.1111/j.1475-6803.2010.01286.x

  2. Competition on the Nasdaq and the Impact of Recent Market Reforms

    The Journal of Finance

    Volume 55, Issue 6, December 2000, Pages: 2565–2598, James P. Weston

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00300

  3. Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes?

    The Journal of Finance

    Volume 49, Issue 5, December 1994, Pages: 1813–1840, WILLIAM G. CHRISTIE and PAUL H. SCHULTZ

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04782.x

  4. Volatility, Market Structure, and the Bid-Ask Spread

    Asia-Pacific Journal of Financial Studies

    Volume 38, Issue 1, February 2009, Pages: 67–107, Kee H. Chung and Youngsoo Kim

    Article first published online : 22 MAR 2010, DOI: 10.1111/j.2041-6156.2009.tb00008.x

  5. Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 1–34, Michael J. Barclay, William G. Christie, Jeffrey H. Harris, Eugene Kandel and Paul H. Schultz

    Article first published online : 6 MAY 2003, DOI: 10.1111/0022-1082.00097

  6. Market Sidedness: Insights into Motives for Trade Initiation

    The Journal of Finance

    Volume 64, Issue 1, February 2009, Pages: 375–423, ASANI SARKAR and ROBERT A. SCHWARTZ

    Article first published online : 23 JAN 2009, DOI: 10.1111/j.1540-6261.2008.01437.x

  7. Regulation NMS and Market Quality

    Financial Management

    Volume 41, Issue 2, Summer 2012, Pages: 285–317, Kee H. Chung and Chairat Chuwonganant

    Article first published online : 24 APR 2012, DOI: 10.1111/j.1755-053X.2012.01184.x

  8. TRADING COSTS AND QUOTE CLUSTERING ON THE NYSE AND NASDAQ AFTER DECIMALIZATION

    Journal of Financial Research

    Volume 27, Issue 3, September 2004, Pages: 309–328, Kee H. Chung, Bonnie F. Van Ness and Robert A. Van Ness

    Article first published online : 21 JUL 2004, DOI: 10.1111/j.1475-6803.2004.00096.x

  9. Intraday Variation in the Bid-Ask Spread: Evidence after the Market Reform

    Journal of Financial Research

    Volume 26, Issue 2, June 2003, Pages: 191–206, Kee H. Chung and Xin Zhao

    Article first published online : 14 MAY 2003, DOI: 10.1111/1475-6803.00054

  10. Is the Adverse Selection Component Really Higher on the NYSE/Amex than on the Nasdaq?

    Journal of Business Finance & Accounting

    Volume 29, Issue 5-6, June/July 2002, Pages: 807–824, Bonnie F. Van Ness, Robert A. Van Ness and Richard S. Warr

    Article first published online : 3 MAR 2003, DOI: 10.1111/1468-5957.00451

  11. Intra-Dealer Integration

    European Financial Management

    Volume 16, Issue 4, September 2010, Pages: 507–527, Laurent Germain, Brian Kluger, Crina Pungulescu, David Stolin and Daniel Weaver

    Article first published online : 9 JUL 2010, DOI: 10.1111/j.1468-036X.2010.00553.x

  12. TRADE SIZE AND PRICE CLUSTERING: THE CASE OF SHORT SALES AND THE SUSPENSION OF PRICE TESTS

    Journal of Financial Research

    Volume 35, Issue 2, Summer 2012, Pages: 159–182, Benjamin M. Blau, Bonnie F. Van Ness and Robert A. Van Ness

    Article first published online : 1 JUN 2012, DOI: 10.1111/j.1475-6803.2012.01313.x

  13. Firm Size and Turn-of-the-Year Effects in the OTC/NASDAQ Market

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1219–1245, CHRISTOPHER G. LAMOUREUX and GARY C. SANGER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02651.x

  14. The Quality of ECN and Nasdaq Market Maker Quotes

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1285–1319, Roger D. Huang

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00461

  15. THE IMPACT OF MARKET MAKER CONCENTRATION ON ADVERSE-SELECTION COSTS FOR NASDAQ STOCKS

    Journal of Financial Research

    Volume 28, Issue 3, September 2005, Pages: 461–485, Bonnie F. Van Ness, Robert A. Van Ness and Richard S. Warr

    Article first published online : 28 JUL 2005, DOI: 10.1111/j.1475-6803.2005.00134.x

  16. Market Maker Quotation Behavior and Pretrade Transparency

    The Journal of Finance

    Volume 58, Issue 3, June 2003, Pages: 1247–1268, Yusif Simaan, Daniel G. Weaver and David K. Whitcomb

    Article first published online : 6 MAY 2003, DOI: 10.1111/1540-6261.00565

  17. The U.S. Equity Markets

    Chapter

    Handbook of Finance

    Frank J. Jones and Frank J. Fabozzi

    Published Online : 15 SEP 2008, DOI: 10.1002/9780470404324.hof001015

  18. Evidence and Implications of Increases in Trading Volume Around Exchange Listings

    Financial Review

    Volume 36, Issue 2, May 2001, Pages: 21–44, Kishore Tandon and Gwendolyn P. Webb

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.2001.tb00009.x

  19. What Influences Trader Choice of Electronic versus Intermediated Execution?

    International Review of Finance

    Volume 11, Issue 4, December 2011, Pages: 445–476, Ryan Garvey and Fei Wu

    Article first published online : 23 SEP 2011, DOI: 10.1111/j.1468-2443.2011.01137.x

  20. The Post-Reform Bid-Ask Spread Disparity between Nasdaq and the NYSE

    Journal of Financial Research

    Volume 26, Issue 2, June 2003, Pages: 207–224, Yan He and Chunchi Wu

    Article first published online : 14 MAY 2003, DOI: 10.1111/1475-6803.00055