Depth improvement and adjusted price improvement on the New York stock exchange
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Cited by:
- Desgranges, Gabriel & Foucault, Thierry, 2005. "Reputation-based pricing and price improvements," Journal of Economics and Business, Elsevier, vol. 57(6), pages 493-527.
- George Tannous & Juan Wang & Craig Wilson, 2013. "The Intraday Pattern of Information Asymmetry, Spread, and Depth: Evidence from the NYSE," International Review of Finance, International Review of Finance Ltd., vol. 13(2), pages 215-240, June.
- Oleh Danyliv & Bruce Bland & Daniel Nicholass, 2014. "Convenient liquidity measure for Financial markets," Papers 1412.5072, arXiv.org.
- Kaun Y. Lee & Kee H. Chung, 2009. "Information‐Based Trading and Price Improvement," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(5‐6), pages 754-773, June.
- Collver, Charles D., 2007. "Is there less informed trading after regulation fair disclosure?," Journal of Corporate Finance, Elsevier, vol. 13(2-3), pages 270-281, June.
- KwangJoo Koo & Daewon Kim, 2014. "Financial Restatements, Information Asymmetry, and Market Liquidity," Accounting and Finance Research, Sciedu Press, vol. 3(3), pages 1-71, August.
- Atanasova, Christina & Li, Mingxin, 2018. "Multi-market trading and liquidity: Evidence from cross-listed companies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 53(C), pages 117-138.
- Kaun Y. Lee & Kee H. Chung, 2009. "Information-Based Trading and Price Improvement," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(5-6), pages 754-773.
- Bacidore, Jeffrey & Ross, Katharine & Sofianos, George, 2003. "Quantifying market order execution quality at the New York stock exchange," Journal of Financial Markets, Elsevier, vol. 6(3), pages 281-307, May.
- Sohail Rizwan, 2019. "Corporate Frauds, Information Asymmetry and Stock Market Reaction," Global Regional Review, Humanity Only, vol. 4(2), pages 126-133, June.
- Chung, Kee H. & Chuwonganant, Chairat & McCormick, D. Timothy, 2004. "Order preferencing and market quality on NASDAQ before and after decimalization," Journal of Financial Economics, Elsevier, vol. 71(3), pages 581-612, March.
- Roberto Pascual & Alvaro Escribano & Mikel Tapia, 2004. "On the bi-dimensionality of liquidity," The European Journal of Finance, Taylor & Francis Journals, vol. 10(6), pages 542-566.
- Amiram, Dan & Owens, Edward & Rozenbaum, Oded, 2016. "Do information releases increase or decrease information asymmetry? New evidence from analyst forecast announcements," Journal of Accounting and Economics, Elsevier, vol. 62(1), pages 121-138.
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