An examination of the NYSE’s retail liquidity program
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DOI: 10.1016/j.qref.2021.03.009
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References listed on IDEAS
- Corey Garriott & Adrian Walton, 2016. "Retail Order Flow Segmentation," Staff Working Papers 16-20, Bank of Canada.
- Kwan, Amy & Masulis, Ronald & McInish, Thomas H., 2015. "Trading rules, competition for order flow and market fragmentation," Journal of Financial Economics, Elsevier, vol. 115(2), pages 330-348.
- Qin Wang & Jun Zhang, 2015. "Individual investor trading and stock liquidity," Review of Quantitative Finance and Accounting, Springer, vol. 45(3), pages 485-508, October.
- James J. Angel & Lawrence E. Harris & Chester S. Spatt, 2011. "Equity Trading in the 21stCentury," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 1-53.
- Han, Bing & Kumar, Alok, 2013. "Speculative Retail Trading and Asset Prices," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(2), pages 377-404, April.
- Comerton-Forde, Carole & Grégoire, Vincent & Zhong, Zhuo, 2019. "Inverted fee structures, tick size, and market quality," Journal of Financial Economics, Elsevier, vol. 134(1), pages 141-164.
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More about this item
Keywords
NYSE retail liquidity program; Dark pools; Market fragmentation;All these keywords.
JEL classification:
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- L10 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - General
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