Spreads, Depths, and Quote Clustering on the NYSE and...

Financial Review 2002 Vol. 37; Iss. 4

Spreads, Depths, and Quote Clustering on the NYSE and Nasdaq: Evidence after the 1997 Securities and Exchange Commission Rule Changes

Kee H. Chung, Bonnie F. Van Ness, Robert A. Van Ness
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Volume:
37
Year:
2002
Language:
english
Pages:
25
DOI:
10.1111/1540-6288.00025
File:
PDF, 149 KB
english, 2002
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