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Market Structures and Liquidity: A Transactions Data Study of Exchange Listings. (1994). Christie, William ; Huang Roger D., .
In: Journal of Financial Intermediation.
RePEc:eee:jfinin:v:3:y:1994:i:3:p:300-326.

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  1. Dealership versus continuous auction: Evidence from the JASDAQ market. (2023). Zhang, Ye Zhou ; Rhee, Ghon S ; Iwatsubo, Kentaro.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002190.

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  2. The impact of exchange listing on corporate governance: Evidence from direct listings. (2023). Kern, Andrew E ; Yore, Adam S ; Morillon, Thibaut G ; French, Dan W.
    In: The Financial Review.
    RePEc:bla:finrev:v:58:y:2023:i:2:p:197-234.

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  3. Which firms benefit from market making?. (2020). Kutsuna, Kenji ; Kim, Thomas S ; Chung, Peter Y ; Smith, Richard L.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:34:y:2020:i:1:d:10.1007_s11408-020-00345-5.

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  4. Managerial reporting behavior around exchange switching: Consideration of current and future performance. (2018). Lin, Wen-Chun ; Liao, Tsai-Ling.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:56:y:2018:i:c:p:218-237.

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  5. Are the stock markets “rigged”? An empirical analysis of regulatory change. (2018). Diamond, Stephen F ; Kuan, Jennifer W.
    In: International Review of Law and Economics.
    RePEc:eee:irlaec:v:55:y:2018:i:c:p:33-40.

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  6. Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange. (2017). Dosanjh, Jagjeev .
    In: PhD Thesis.
    RePEc:uts:finphd:34.

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  7. Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange. (2017). Dosanjh, Jagjeev .
    In: PhD Thesis.
    RePEc:uts:finphd:1-2017.

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  8. The Effect of Switching Business Focus on Share Returns Predictability. (2017). Ismail, Zuriadah ; Janudin, Sharul Effendy ; Sarun, Anuar ; Roshidi, Mohamad Ali ; Nazir, Mohd.
    In: International Journal of Academic Research in Business and Social Sciences.
    RePEc:hur:ijarbs:v:7:y:2017:i:12:p:25-38.

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  9. Trading mechanisms and market quality: Limit-order books versus dealership markets. (2017). Xing, Xiaochuan ; Xue, YI.
    In: Economics Letters.
    RePEc:eee:ecolet:v:154:y:2017:i:c:p:35-44.

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  10. The effect of listing switches from a growth market to a main board: An alternative perspective. (2016). Eom, Kyong Shik ; Beom, KI ; Park, Jong-Ho .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:29:y:2016:i:c:p:246-273.

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  11. Cost of capital changes, the quality of trading information and market architecture. (2016). Lambertides, Neophytos ; Chelley-Steeley, Patricia L.
    In: The British Accounting Review.
    RePEc:eee:bracre:v:48:y:2016:i:4:p:401-414.

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  12. Exchange listing type and firm financial reporting behavior. (2015). Lin, Wen-Chun ; Liao, Tsai-Ling.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:38:y:2015:i:c:p:234-249.

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  13. Trading rules, competition for order flow and market fragmentation. (2015). McInish, Thomas ; masulis, ronald ; Kwan, Amy.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:115:y:2015:i:2:p:330-348.

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  14. Information asymmetry and accounting restatement: NYSE-AMEX and NASDAQ evidence. (2014). Puri, Tribhuvan ; Nguyen, Duong.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:43:y:2014:i:2:p:211-244.

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  15. The Microstructure of Trading Processes on the Singapore Exchange. (2013). Murphy Jun Jie Lee, .
    In: PhD Thesis.
    RePEc:uts:finphd:4.

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  16. The Microstructure of Trading Processes on the Singapore Exchange. (2013). Jie, Murphy Jun.
    In: PhD Thesis.
    RePEc:uts:finphd:2-2013.

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  17. Fractal Measures in Market Microstructure Research. (2012). Yalamova, Rossitsa.
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:16:y:2012:i:1-2:p:137-154.

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  18. A comparison of volatility and bid-ask spread for NASDAQ and NYSE after decimalization. (2011). Jiang, Christine X. ; Wood, Robert A. ; Kim, Jang-Chul.
    In: Applied Economics.
    RePEc:taf:applec:v:43:y:2011:i:10:p:1227-1239.

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  19. The impact of investor base on the costs of capital for IPOs. (2011). Chow, Edward H. ; Chen, Hung-Ling .
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:21:y:2011:i:3:p:177-190.

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  20. Global markets exposure and price efficiency: An empirical analysis of order flow dynamics of NYSE-listed Indian firms. (2011). Kumar, Kiran ; Marisetty, Vijaya ; Mamidi, Varsha .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:21:y:2011:i:5:p:686-706.

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  21. Bank liquidity providing in a real synergy management under a cap-based valuation. (2010). Chang, Chuen-Ping ; Lin, Jyh-Horng.
    In: Applied Economics.
    RePEc:taf:applec:v:42:y:2010:i:24:p:3161-3173.

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  22. Is information risk priced for NASDAQ-listed stocks?. (2010). Ness, Robert ; Fuller, Kathleen.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:34:y:2010:i:3:p:301-312.

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  23. NYSE listings and firm borrowing costs: An empirical investigation. (2010). Thornton, John ; Gottesman, Aron A. ; Wynne, Kevin ; Nam, Jouahn .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:21:y:2010:i:1:p:26-42.

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  24. Market makers as information providers: The natural experiment of STAR. (2010). Rindi, Barbara ; Perotti, Pietro.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:5:p:895-917.

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  25. Does the Stock Market See a Zero or Small Positive Earnings Surprise as a Red Flag?. (2010). Lin, Zhixing ; Keung, Edmund ; Shih, Michael.
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:48:y:2010:i:1:p:105-136.

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  26. Visibility effects and timing in stock listing changes: Evidence from operating performance. (2009). Papaioannou, George J. ; Travlos, Nickolaos G. ; Viswanathan, K. G..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:2:p:357-377.

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  27. Using matched samples to test for differences in trade execution costs. (2009). Davies, Ryan ; Kim, Sang Soo .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:12:y:2009:i:2:p:173-202.

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  28. Adverse selection costs for NASDAQ and NYSE after decimalization. (2009). Jiang, Christine X. ; Wood, Robert A. ; Kim, Jang-Chul.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:18:y:2009:i:4:p:205-211.

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  29. Single Stock Futures as a Substitute for Short Sales: Evidence from Microstructure Data. (2009). van Ness, Robert A ; Danielsen, Bartley R ; Warr, Richard S.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:36:y:2009:i:9-10:p:1273-1293.

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  30. Single Stock Futures as a Substitute for Short Sales: Evidence from Microstructure Data. (2009). Danielsen, Bartley R. ; Van Ness, Robert A. ; Warr, Richard S..
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:36:y:2009-11:i:9-10:p:1273-1293.

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  31. Liquidity in auction and specialist market structures: Evidence from the Italian bourse. (2008). Lepone, Andrew ; Frino, Alex ; Gerace, Dionigi .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:12:p:2581-2588.

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  32. Cubes to quads: The move of QQQ from AMEX to NASDAQ. (2007). Broom, Kevin D. ; Van Ness, Robert A. ; Warr, Richard S..
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:59:y:2007:i:6:p:520-535.

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  33. The contribution of market makers to liquidity and efficiency of options trading in electronic markets. (2006). Hauser, Shmuel ; Eldor, Rafi ; Pilo, Batia ; Shurki, Itzik.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:7:p:2025-2040.

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  34. Market structure, fragmentation, and market quality. (2006). Wei, LI ; Bennett, Paul .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:9:y:2006:i:1:p:49-78.

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  35. Redacted Disclosure. (2006). Weber, Joseph ; Verrecchia, Robert E..
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:44:y:2006:i:4:p:791-814.

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  36. International trade-venue clienteles and order-flow competitiveness. (2005). Rubalcava, Arturo ; Kryzanowski, Lawrence.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:14:y:2005:i:1:p:86-113.

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  37. Dimensions of execution quality: Recent evidence for US equity markets. (2005). Boehmer, Ekkehart.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:78:y:2005:i:3:p:553-582.

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  38. Stock Exchanges and Issuers: A Changing Relationship. (2005). Wagner, Stefan ; Treptow, Felix.
    In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research.
    RePEc:diw:diwvjh:74-4-9.

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  39. Nasdaq Trading and Trading Costs: 1993–2002. (2005). Warr, Richard S. ; Van Ness, Bonnie F..
    In: The Financial Review.
    RePEc:bla:finrev:v:40:y:2005:i:3:p:281-304.

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  40. Trading costs of public investors with obligatory and voluntary market-making: Evidence from market reforms. (2004). Naik, Narayan Y. ; Yadav, Pradeep K..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0406.

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  41. Valuation effects of domestic and international seasoned equity offerings by Canadian cross-listed firms. (2004). Rubalcava, Arturo ; Kryzanowski, Lawrence.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:14:y:2004:i:2:p:171-186.

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  42. Trading costs, investor recognition and market response: An analysis of firms that move from the Amex (Nasdaq) to Nasdaq (Amex). (2004). devos, erik ; Tse, Yiuman.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:1:p:63-83.

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  43. From Pink Slips to Pink Sheets: Liquidity and Shareholder Wealth Consequences of Nasdaq Delistings. (2004). Harris, Jeffrey ; Werner, Ingrid ; Panchapagesan, Venkatesh ; Angel, James J..
    In: Working Paper Series.
    RePEc:ecl:ohidic:2004-22.

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  44. Listing Change and Stock Price: Impact of Shareholder Diversification and Changes in Liquidity. (2004). Uno, Jun ; Shimizu, Tokiko ; Shimatani, Takeshi ; Shibata, Mai .
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:04-e-15.

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  45. Matching and the Estimated Impact of Inter-listing (updated July 2003). (2003). Davies, Ryan.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2001-11.

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  46. Stock exchange governance and market quality. (2003). Krishnamurti, Chandrasekhar ; Sequeira, John M. ; Fangjian, Fu.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:9:p:1859-1878.

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  47. Do thinly-traded stocks benefit from specialist intervention?. (2003). Petrella, Giovanni ; Nimalendran, M..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:9:p:1823-1854.

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  48. Competition among markets: The repeal of Rule 390. (2003). Weaver, Daniel G. ; Panchapagesan, Venkatesh ; Kam, Tai-Kong.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:9:p:1711-1736.

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  49. Trading your neighbors ETFs: Competition or fragmentation?. (2003). Boehmer, Ekkehart.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:9:p:1667-1703.

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  50. Trading volume and location of trade: Evidence from Jardine group listings in Hong Kong and Singapore. (2003). McInish, Thomas ; Lau, Sie Ting.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:8:p:1411-1425.

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  51. Market microstructure and corporate finance. (2003). Lipson, Marc L..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:9:y:2003:i:4:p:377-384.

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  52. Do institutions care about market structure? A case study of listing firms. (2002). ONeill, Michele.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:26:y:2002:i:1:p:50-62.

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  53. Transparency and Fragmentation. (2002). Wells, Stephen ; Sutcliffe, Charles ; Board, John.
    In: Palgrave Macmillan Books.
    RePEc:pal:palbok:978-1-4039-0707-3.

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  54. The Economics of Stock Exchange Listing Fees and Listing Requirements. (2002). Macey, Jonathan R. ; O'Hara, Maureen .
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:11:y:2002:i:3:p:297-319.

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  55. Sixteenths: direct evidence on institutional execution costs. (2001). Jones Charles M., ; Lipson Marc L., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:59:y:2001:i:2:p:253-278.

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  56. Is it Efficient to Impose Costs on Small-Volume Equity Traders?. (1999). CLYDE, PAUL S..
    In: International Journal of the Economics of Business.
    RePEc:taf:ijecbs:v:6:y:1999:i:1:p:81-92.

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  57. Market structure and bid-ask spreads: IBIS vs Nasdaq. (1999). G. G. Booth, P. Iversen, S. K. Sarkar, H. Schmidt,, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:5:y:1999:i:1:p:51-71.

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  58. Execution Costs of Institutional Equity Orders. (1999). Jones, Charles M. ; Lipson, Marc L..
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:8:y:1999:i:3:p:123-140.

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  59. The Welfare Losses from Price Matching Policies. (1998). Edlin, Aaron ; Emch, Eric R..
    In: Law and Economics.
    RePEc:wpa:wuwple:9803001.

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  60. Do Brokers Misallocate Customer Trades? Evidence From Futures Markets. (1998). Sarkar, Asani ; Wu, Lifan ; Park, Hun Y..
    In: Finance.
    RePEc:wpa:wuwpfi:9801002.

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  61. Multimarket trading and liquidity: a transaction data analysis of Canada-US interlistings. (1998). Karolyi, G. ; Foerster, Stephen R..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:8:y:1998:i:3-4:p:393-412.

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  62. Clustering and Competition in Asset Markets.. (1997). Grossman, Sanford.
    In: Journal of Law and Economics.
    RePEc:ucp:jlawec:v:40:y:1997:i:1:p:23-60.

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  63. The cost of equity and exchange listing evidence from the French stock market. (1997). Ertur, Cem ; Dubois, Michel .
    In: Working Papers.
    RePEc:hal:wpaper:hal-01527157.

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  64. The Law and Economics of Best Execution. (1997). Macey, Jonathan R. ; O'Hara, Maureen .
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:6:y:1997:i:3:p:188-223.

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  65. The Impact of Decimalization on Market Quality: An Empirical Investigation of the Toronto Stock Exchange. (1997). Bacidore, Jeffrey M..
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:6:y:1997:i:2:p:92-120.

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  66. Transactions costs and investment style: an inter-exchange analysis of institutional equity trades. (1997). Madhavan, Ananth ; Keim, Donald ; Keim Donald B., ; Ananth, Madhavan.
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    RePEc:eee:jfinec:v:46:y:1997:i:3:p:265-292.

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  67. Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange. (1997). Amihud, Yakov ; Yakov, Amihud ; Haim, Mendelson ; Beni, Lauterbach.
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    RePEc:eee:jfinec:v:45:y:1997:i:3:p:365-390.

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  68. Limit orders and the alleged Nasdaq collusion. (1997). Demsetz, Harold ; Harold, Demsetz.
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    RePEc:eee:jfinec:v:45:y:1997:i:1:p:91-95.

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  69. Bid-ask spreads and the avoidance of odd-eighth quotes on Nasdaq: An examination of exchange listings. (1997). Barclay Michael J., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:45:y:1997:i:1:p:35-60.

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  70. Symposium on market microstructure: Focus on Nasdaq. (1997). Schwert, G. ; William, Schwert G..
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  71. The Effects of Market Segmentation and Illiquidity on Asset Prices: Evidence from Foreign Stocks Listing in the US. (1996). Karolyi, G. ; Stephen R. Foerster and, .
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