We thank Robert Battalio, Suzanne Bellezza, Paul Bennett, Shane Corwin, Arnold Cowan (the editor), Jay Coughenour, Laura Frieder, Jeffrey Harris, Charles Jones, Kenneth Kavajecz, Marc Lipson, Lewis Mandell, Elizabeth Odders-White, Mark Ready, Paul Schultz, Hans Stoll, Donald Wort, and seminar participants at the 2004 Western Finance Association Meeting, the New York Stock Exchange, the University of Notre Dame, and the University at Buffalo for helpful comments. We are grateful to Michael LaBranche, Alfred Hayward, and Richard Barry from LaBranche & Co., and Glen Surnamer from Van der Moolen for beneficial discussions. We also acknowledge programming help provided by Hang Li. Finally, the insightful comments of an anonymous referee are gratefully acknowledged. All remaining errors are my own.
An Analysis of Individual NYSE Specialist Portfolios and Execution Quality
Version of Record online: 7 JUL 2009
© 2009, The Eastern Finance Association
Volume 44, Issue 3, pages 311–344, August 2009
How to Cite
Liu, J. W. (2009), An Analysis of Individual NYSE Specialist Portfolios and Execution Quality. Financial Review, 44: 311–344. doi: 10.1111/j.1540-6288.2009.00220.x
- Issue online: 7 JUL 2009
- Version of Record online: 7 JUL 2009
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