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      Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE

      Author(s): ,
      Publication date Created:
      Publication date (Print):
      Journal: Journal of Financial Economics
      Publisher: Elsevier BV

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          Bid, ask and transaction prices in a specialist market with heterogeneously informed traders

          Lawrence R. Glosten, Paul R. Milgrom (1985)
          Article 0 comments Cited 454 times – based on 0 reviews     Review now
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            The Cross-Section of Expected Stock Returns

            Kenneth French, Eugene Fama (1992)
            Article 0 comments Cited 323 times – based on 0 reviews     Review now
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              Optimal dealer pricing under transactions and return uncertainty

              Thomas Ho, Hans Stoll (1981)
              Article 0 comments Cited 154 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Journal of Financial Economics
                Abbreviated Title: Journal of Financial Economics
                Publisher: Elsevier BV
                ISSN (Print): 0304405X
                Publication date Created: July 1996
                Publication date (Print): July 1996
                Volume: 41
                Issue: 3
                Pages: 313-357
                Article
                DOI: 10.1016/0304-405X(95)00867-E
                SO-VID: 8f03d5f4-7625-42ae-89bc-b5c814826be3
                Copyright © © 1996
                License:

                http://www.elsevier.com/tdm/userlicense/1.0/

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