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An Empirical Examination of The Nasdaq-CHX Dual-Trading Experiment
Ness, Bonnie F.Van, (1999)
Can the Treatment of Limit Orders Reconcile the Differences in Trading Costs between NYSE and Nasdaq Issues?
Chung, Kee H., (2001)
Daily and Intraday Patterns in Spread and Depth for Limit Orders and Specialists
Li, Yang, (2005)