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Can the Treatment of Limit Orders Reconcile the Differences in Trading Costs between the Differences in Trading Costs between NYSE and Nasdaq Issues?
Chung, Kee H., (2001)
Spreads, Depths, and Quote Clustering on the NYSE and Nasdaq: Evidence after the 1997 Securities and Exchange Commission Rule Changes
Chung, Kee H., (2002)
Specialists, Limit-Order Traders, and the Components of the Bid-Ask Spread
Chung, Kee H., (2004)