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Competition and the cost of liquidity to investors

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  • Klemkosky, Robert C.
  • Conroy, Robert M.

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  • Klemkosky, Robert C. & Conroy, Robert M., 1985. "Competition and the cost of liquidity to investors," Journal of Economics and Business, Elsevier, vol. 37(3), pages 183-195, August.
    • Handle: RePEc:eee:jebusi:v:37:y:1985:i:3:p:183-195
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    Cited by:

    1. Michel Dubois & Cem Ertur, 1997. "The cost of equity and exchange listing evidence from the French stock market," Working Papers hal-01527157, HAL.
    2. Theoharry Grammatikos & George Papaioannou, 1986. "Market Reaction To Nyse Listings: Tests Of The Marketability Gains Hypothesis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(3), pages 215-227, September.
    3. Porter, David C. & Thatcher, John G., 1998. "Fragmentation, competition, and limit orders: New evidence from interday spreads," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(1), pages 111-128.
    4. Gerald A. Blum & William A. Kracaw & Wilbur G. Lewellen, 1986. "Determinants Of The Execution Costs Of Common Stock Trades By Individual Investors," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(4), pages 291-301, December.
    5. Ki C. Han, 1994. "The Effect Of The 1986 Tax Reform Act On Ex-Dividend Day Return Behavior," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 17(2), pages 175-186, June.
    6. Henk Berkman, 1990. "Intraday Patterns in the Quoted Spread on the Options Exchange and the Influence of the Limit-Orderbook," Revue Économique, Programme National Persée, vol. 41(5), pages 789-798.

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