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Why Discrete Price Fragments U.S. Stock Exchanges and Disperses Their Fee Structures

Chao, Yong - 2019

Stock exchange operators compete for order flow by setting "make" fees for limit orders and "take" fees for market orders. When traders quote continuous prices, they can choose prices that perfectly neutralize any fee division, and traders stream to the exchange with the lowest total fee. The...

Persistent link: https://www.econbiz.de/10012904610

DEA as a tool for predicting corporate failure and success : a case of bankruptcy assessment

Premachandra, I. M.; Chen, Yao; Watson, John - In: Omega : the international journal of management science 39 (2011) 6, pp. 620-626

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Sustainable design performance evaluation with applications in the automobile industry : focussing on inefficiency by undesirable factors

Hwang, Shiuh-nan; Chen, Chialin; Chen, Yao; Lee, Hsuan-shih - In: Omega : the international journal of management science 41 (2013) 3, pp. 553-558

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What's not there : odd lots and market data

O'Hara, Maureen; Yao, Chen; Ye, Mao - In: The journal of finance : the journal of the American … 69 (2014) 5, pp. 2199-2236

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Efficiency persistence of bank and thrift CEOs using data envelopment analysis

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Why trading speed matters : a tale of queue rationing under price controls

Yao, Chen; Ye, Mao - In: The review of financial studies 31 (2018) 6, pp. 2157-2183

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Discrete pricing and market fragmentation : a tale of two-sided markets

Chao, Yong; Yao, Chen; Ye, Mao - In: The American economic review 107 (2017) 5, pp. 196-199

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Why discrete price fragments U.S. stock exchanges and disperses their fee structures

Chao, Yong; Yao, Chen; Ye, Mao - In: The review of financial studies 32 (2019) 3, pp. 1068-1101

Persistent link: https://www.econbiz.de/10012033534

Searching for gambles : gambling sentiment and stock market outcomes

Chen, Yao; Kumar, Alok; Zhang, Chendi - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 6, pp. 2010-2038

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