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LIQUIDITY AND QUOTE CLUSTERING IN A MARKET WITH MULTIPLE TICK SIZES
Chung, Kee H.; Kim, Kenneth A.; Kitsabunnarat, Pattanaporn - In: The journal of financial research : a publ. of the … 28 (2005) 2, pp. 177-196
Persistent link: https://www.econbiz.de/10006813457
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PRICE AND QUANTITY QUOTES ON NASDAQ: A STUDY OF DEALER QUOTATION BEHAVIOR
Chung, Kee H.; Zhao, Xin - In: The journal of financial research : a publ. of the … 27 (2004) 4, pp. 497-520
Persistent link: https://www.econbiz.de/10006815206
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TRADING COSTS AND QUOTE CLUSTERING ON THE NYSE AND NASDAQ AFTER DECIMALIZATION
Chung, Kee H.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: The journal of financial research : a publ. of the … 27 (2004) 3, pp. 309-328
Persistent link: https://www.econbiz.de/10006816592
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Intraday Variation in the Bid-Ask Spread: Evidence After the Market Reform
Chung, Kee H.; Zhao, Xin - In: The journal of financial research : a publ. of the … 26 (2003) 2, pp. 191-206
Persistent link: https://www.econbiz.de/10006822373