Bid-ask spreads and the avoidance of odd-eighth quotes on Nasdaq: An examination of exchange listings
Open Access
- 1 July 1997
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 45 (1) , 35-60
- https://doi.org/10.1016/s0304-405x(97)00010-x
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
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- Nasdaq market structure and spread patternsJournal of Financial Economics, 1997
- Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSEJournal of Financial Economics, 1996
- Why Nasdaq market makers avoid odd-eighth quotesJournal of Financial Economics, 1996
- Trading Costs and the Trading Systems for Nasdaq StocksCFA Magazine, 1995
- Market Structures and Liquidity: A Transactions Data Study of Exchange ListingsJournal of Financial Intermediation, 1994