Order Flow Distribution, Bid-Ask Spreads, and Liquidity Costs: Merrill Lynch's Decision to Cease Routinely Routing Orders to Regional Stock Exchanges
| Year of publication: |
1998
|
|---|---|
| Authors: | Battalio, Robert ; Greene, Jason ; Jennings, Robert |
| Published in: |
Journal of Financial Intermediation. - Elsevier, ISSN 1042-9573. - Vol. 7.1998, 4, p. 338-358
|
| Publisher: |
Elsevier |