Jiang, Christine; Kim, Jang-Chul; Wood, Robert - In: Applied Economics 43 (2011) 10, pp. 1227-1239
We compare volatility and transaction costs for National Association of Securities Dealers Automated Quotations (NASDAQ) and New York Stock Exchange (NYSE) firms after decimalization. Using the data of May 2001, our study includes several large samples are matched based on key determinants of...