Institutional Equity Trading Costs: NYSE Versus Nasdaq
Data up to Jan 2025
Total Citations Per Year
Abstract
References (20)
Liquidity and Market Structure
1988 • 1,528 citations
Does the Stock Market Rationally Reflect Fundamental Values?
1986 • 1,071 citations
Why do NASDAQ Market Makers Avoid Odd‐Eighth Quotes?
1994 • 792 citations
The Behavior of Stock Prices Around Institutional Trades
1995 • 791 citations
PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE
1972 • 683 citations
Institutional trades and intraday stock price behavior
1993 • 652 citations
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects
1996 • 645 citations
Insider Trading, Liquidity, and the Role of the Monopolist Specialist
1989 • 550 citations
The effect of large block transactions on security prices: A cross-sectional analysis
1987 • 501 citations
Noise
1986 • 499 citations
Anatomy of the trading process empirical evidence on the behavior of institutional traders
1995 • 484 citations
Large-block transactions, the speed of response, and temporary and permanent stock-price effects
1990 • 468 citations
Market Integration and Price Execution for NYSE‐Listed Securities
1993 • 252 citations
Market Structures and Liquidity: A Transactions Data Study of Exchange Listings
1994 • 220 citations
Are the Reports of Beta's Death Premature?
1993 • 213 citations
A Comparison of Transaction Costs Between Competitive Market Maker and Specialist Market Structures
1992 • 88 citations
The stock exchange specialist system : an economic analysis
1985 • 58 citations
Displayed and Effective Spreads By Market
1992 • 53 citations
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades
1998 • 35 citations
Auction and Dealer Markets: An Empirical Analysis of New York Stock Exchange Specialist Trading
1994 • 4 citations