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Inter-market competition for NYSE-listed securities under decimals

Goldstein, Michael A.; Shkilko, Andriy V.; Van Ness, … - In: Review of quantitative finance and accounting 35 (2010) 4, pp. 371-391

Persistent link: https://www.econbiz.de/10009260272

The intraday probability of informed trading on the NYSE

Goldstein, Michael A.; Van Ness, Bonnie F.; Van Ness, … - In: Advances in quantitative analysis of finance and … 3 (2006), pp. 139-158

Persistent link: https://www.econbiz.de/10003424667

Competition in the market for NASDAQ securities

Goldstein, Michael A.; Shkilko, Andriy V.; Van Ness, … - In: Journal of financial markets 11 (2008) 2, pp. 113-143

Persistent link: https://www.econbiz.de/10003710535

Inter-Market Competition for NYSE-Listed Securities under Decimals

Goldstein, Michael A. - 2011

Blume and Goldstein [Journal of Finance 52, 1997, 221-244] suggest that quote competition between trading venues may diminish following tick size reductions. We test this suggestion by studying the competitive landscape in the NYSE-listed stocks before and after decimalization. We find that NBBO...

Persistent link: https://www.econbiz.de/10012714446

Competition in the Market for Nasdaq Securities

Goldstein, Michael A. - 2009

The study investigates competition in the market for NASDAQ stocks during a recent period in U.S. equity markets history when three major ECNs - Archipelago, Island, and Instinet - are identifiable in TAQ. We show that the ECNs compete with NASDAQ's SuperMontage on the basis of quotes, execution...

Persistent link: https://www.econbiz.de/10012721895

Competition in the Market for Nasdaq Securities

Goldstein, Michael A. - 2013

Persistent link: https://www.econbiz.de/10012753940

Intraday trading of island (as reported to the Cincinnati Stock Exchange) and NASDAQ

Nguyen, Van T.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: Advances in quantitative analysis of finance and … 2 (2005), pp. 89-104

Persistent link: https://www.econbiz.de/10003104078

The impact of the introduction of index securities on the underlying stocks : the case of the Diamonds and the Dow 30

Van Ness, Bonnie F.; Van Ness, Robert A.; Warr, Richard S. - In: Advances in quantitative analysis of finance and … 2 (2005), pp. 105-128

Persistent link: https://www.econbiz.de/10003104080

Nasdaq trading and trading costs : 1993 - 2002

Van Ness, Bonnie F.; Van Ness, Robert A.; Warr, Richard S. - In: The financial review : the official publication of the … 40 (2005) 3, pp. 281-304

Persistent link: https://www.econbiz.de/10003105026

Daily and intraday patterns in spread and depth for limit orders and specialists

Li, Yang; Van Ness, Bonnie F.; Van Ness, Robert A. - In: Quarterly journal of business and economics : QJBE 44 (2005) 3/4, pp. 3-14

Persistent link: https://www.econbiz.de/10003059181