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Does SIZE matter? Liquidity Provision by the Nasdaq Anonymous Trading Facility

Mizrach, B. - In: Competition and Regulation in Network Industries 7 (2006) 4, pp. 471-486

I examine the effects of Nasdaqâ€™s introduction of an anonymous trading facility called SIZE. I compare SIZE to competing ECNs in terms of liquidity and market impact. Despite rapid growth, SIZE has not yet attained a significant market share and rarely influences short-run price...

Persistent link: https://www.econbiz.de/10011134227

A simple nonparametric test for independence

Mizrach, Bruce Marshall - 1995

Persistent link: https://www.econbiz.de/10000921740

Mean reversion in EMS exchange rates

Mizrach, Bruce Marshall - 1995

Persistent link: https://www.econbiz.de/10000921741

Learning and conditional heteroscedasticity in asset returns

Mizrach, Bruce Marshall - 1995

Persistent link: https://www.econbiz.de/10000921748

Mean reversion in EMS exchange rates

Mizrach, Bruce Marshall - 1993

Persistent link: https://www.econbiz.de/10000858944

Target zone models with stochastic realignments : an econometric evaluation

Mizrach, Bruce Marshall - 1993

Persistent link: https://www.econbiz.de/10000858945

Real versus pseudo-international systemic risk : some lessons from history

Bordo, Michael D. - 1995

Persistent link: https://www.econbiz.de/10000935899

Estimation in the presence of structural change

Mizrach, Bruce Marshall - 1987

Persistent link: https://www.econbiz.de/10000741070

Forecasting realignments : the case of the French franc in the exchange-rate mechanism

Mizrach, Bruce Marshall - In: Nonlinear dynamics and economics : proceedings of the …, (pp. 361-368). 1996

Persistent link: https://www.econbiz.de/10001297234

Aggregation, information and the instability of asset demands

Mizrach, Bruce Marshall - In: Essays in financial economics in memory of Irwin Friend, (pp. 369-385). 1988

Persistent link: https://www.econbiz.de/10001273308

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