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Order handling rules, tick size, and the intraday pattern of bid-ask spreads for Nasdaq stocks

Chung, Kee H.; Van Ness, Robert A. - In: Journal of financial markets 4 (2001) 2, pp. 143-161

Persistent link: https://www.econbiz.de/10001568283

Adverse-selection costs and the probability of information-based trading

Chung, Kee H.; Li, Mingsheng - In: The financial review : the official publication of the … 38 (2003) 2, pp. 257-272

Persistent link: https://www.econbiz.de/10001794880

Specialists, limit-order traders, and the components of the bid-ask spread

Chung, Kee H.; Ness, Bonnie F. van; Ness, Robert A. van - In: The financial review : the official publication of the … 39 (2004) 2, pp. 255-270

Persistent link: https://www.econbiz.de/10002041209

Tick size and price efficiency : further evidence from the Tick Size Pilot Program

Chung, Kee H.; Chuwonganant, Chairat - In: Financial management : FM 52 (2023) 3, pp. 483-511

Persistent link: https://www.econbiz.de/10014375503

Pre-Opening Price Indications and Market Quality : Evidence from NYSE Rule 48

Chung, Kee H.; Chuwonganant, Chairat; Kim, Youngsoo - 2021

This paper explores the role of pre-opening price signals in price discovery and liquidity. NYSE Rule 48 suspends the responsibility of designated market makers for disseminating pre-opening price indications in the event of extreme market-wide volatility. Rule 48 speeds up the opening of stocks...

Persistent link: https://www.econbiz.de/10013231514

Security analysis, dealer-analyst collaboration, and market quality : evidence from the NASDAQ market in the USA

Chung, Kee H.; Li, Mingsheng; Zhao, Xin - In: Journal of business finance & accounting : JBFA 39 (2012) 9/10, pp. 1376-1402

Persistent link: https://www.econbiz.de/10009713438

Regulation NMS and market quality

Chung, Kee H.; Chuwonganant, Chairat - In: Financial management 41 (2012) 2, pp. 285-317

Persistent link: https://www.econbiz.de/10009576279

A simple approximation of intraday spreads using daily data

Chung, Kee H.; Zhang, Hao - In: Journal of financial markets 17 (2014), pp. 94-120

Persistent link: https://www.econbiz.de/10010437266

Does internalization diminish the impact of quote aggressiveness on dealer market share?

Chung, Kee H.; Chuwonganant, Chairat; McCormick, D. Timothy - In: Journal of financial intermediation 15 (2006) 1, pp. 108-131

Persistent link: https://www.econbiz.de/10003290002

The dynamics of quote adjustments

Chung, Kee H.; Chuwonganant, Chairat; Jiang, Jing - In: Journal of banking & finance 32 (2008) 11, pp. 2390-2400

Persistent link: https://www.econbiz.de/10003787214