search query: @indexterm stock exchanges / total: 536
references: 76-85 / 536
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76.
Tick size and spreads: The case of Nasdaq's decimalization
European Journal of Operational Research
2004 : JUN, VOL. 155:2, p. 317-334
 2004 Loistl, O.
Schossman, B.
Veverka, A.
77.
Intra day bid-ask spreads, trading volume and volatility: Recent empirical evidence from the London Stock Exchange
Journal of Business Finance and Accounting
2004 : JUN/JUL, VOL. 31:5-6, p. 647-676
 2004 Cai, C.X.
Hudson, R.
Keasey, K.
78.
Does an electronic stock exchange need an upstairs market?
Journal of Financial Economics
2004 : JUL, VOL. 73:1, p. 3-36
 2004 Bessembinder, H.
Venkataraman, K.
79.
Tools of the trade: the socio-technology of arbitrage in a Wall Street trading room
Industrial and Corporate Change
2004 : APR, VOL. 13:2, p. 369-400
 2004 Beunza, D.
Stark, D.
80.
Adverse selection costs, trading activity and price discovery in the NYSE: an empirical analysis
Journal of Banking and Finance
2004 : JAN, VOL. 28:1, p. 107-128
 2004 Pascual, R.
Escribano, A.
Tapia, M.
81.
Trading costs, investor recognition and market response: an analysis of firms that move from the Amex (Nasdaq) to Nasdaq (Amex)
Journal of Banking and Finance
2004 : JAN, VOL. 28:1, p. 63-83
 2004 Tse, Y.
Devos, E.
82.
Why markets should not necessarily reduce the tick size
Journal of Banking and Finance
2004 : FEB, VOL. 28:2, p. 373-398
 2004 Bourghelle, D.
Declerck, F.
83.
Demand curves for European stocks slope down too: evidence from float-capitalization index weights in Dow Jones STOXX 50
European Finance Review
2003 : VOL. 7:3, p. 437-457
 2003 Neumann, R.
Voetmann, T.
84.
Liquidity and market makers: a pseudo-experimental analysis with ultrahigh frequency data
European Journal of Finance
2003 : AUG, VOL. 9:4, p. 358-378
 2003 Montalvo, J. G.
85.
Post-acquisition performance in the short and long run: evidence from the Copenhagen Stock Exchange 1993-1997
European Journal of Finance
2003 : AUG, VOL. 9:4, p. 323-342
 2003 Jakobsen, J. B.
Voetmann, T.
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