Spreads, Depths, and Quote Clustering on the NYSE and Nasdaq: Evidence after the 1997 Securities and Exchange Commission Rule Changes
| Year of publication: |
2002
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| Authors: | Chung, Kee H. ; Van Ness, Bonnie F. ; Van Ness, Robert A. |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 8643222. - Vol. 37.2002, 4, p. 481-506
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