Equity Trading Systems in Europe: A Survey of Recent Changes

Trading Mechanisms in Securities Markets

1992 • 385 citations

Price Discovery and Learning during the Preopening Period in the Paris Bourse

1999 • 379 citations

The Impact of Decimalization on Market Quality: An Empirical Investigation of the Toronto Stock Exchange

1997 • 212 citations

Liquidity , Trading Rules and Electronic Trading Systems .

1990 • 208 citations

Structural Organization of Secondary Markets: Clearing Frequency, Dealer Activity and Liquidity Risk

1979 • 179 citations

Tick Size, Spread, and Volume

1996 • 176 citations

Electronic Call Market Trading

1995 • 150 citations

Does a Large Minimum Price Variation Encourage Order Exposure

1996 • 134 citations

Trading Systems in European Stock Exchanges: Current Performance and Policy Options

1990 • 122 citations

Minimum Price Variations, Time Priority, and Quote Dynamics

1999 • 109 citations

Decimalization: A Review of the Arguments and Evidence

1997 • 93 citations

The Diversion of Order Flow on French Stocks from CAC to SEAQ International: a Field Study

1998 • 30 citations

Price Discovery in Auction Markets: A Look Inside the Black Box

1998 • 16 citations

What If Time Priority Is Not Enforced Among Traders?

1998 • 14 citations

How Best to Supply Liquidity to a Small-Capitalization Securities Market

1996 • 7 citations

The Total Cost of Trading Belgian Shares: Brussels versus London

1996 • 3 citations

EUROPEAN CAPITAL MARKETS AND THE EMU

1998 • 1 citations