This article has received an ‘honourable mention’ from the jury of the Josseph de la Vega Prize awarded by the FESE (Federation of European Stock Exchanges) in June 2003. It has benefited from the collaboration of ITG Europe, which provided data from its crossing network, and from the expert knowledge of John Minderides and David Karat. The internal data was retrieved thanks to the technical assistance of George McClintock, Nurit Bacharach and Shimon Rozenzweig. The LSE market data was provided by the CEREG (Paris-Dauphine University).
The Effect of Crossing-Network Trading on Dealer Market's Bid-Ask Spreads
Version of Record online: 13 FEB 2006
European Financial Management
Volume 12, Issue 2, pages 143–160, March 2006
How to Cite
Gresse, C. (2006), The Effect of Crossing-Network Trading on Dealer Market's Bid-Ask Spreads. European Financial Management, 12: 143–160. doi: 10.1111/j.1354-7798.2006.00314.x
I am also grateful to Alasdair Haynes, Annaïck Guyvarc’h, Ryan Davies, Alfonso Dufour, Güzhan Gülay, Asli Ascioglu, Maureen O’Hara, Ananth Madhavan, Edith Ginglinger, Michael McKenzie and participants at the European FMA 2002 conference, the EFMA 2002 meetings, the MFS 2002 conference and the FMA 2002 conference, for helpful comments and discussions. I also acknowledge an anonymous referee for his high-value contribution to the article. Finally, results and conclusions have been achieved independently of any public or private institution and wholly reflect the opinion of the author.
- Issue online: 13 FEB 2006
- Version of Record online: 13 FEB 2006
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