1. Does maker-taker limit order subsidy improve market outcomes? Quasi-natural experimental evidence. (2025). Swan, Peter L ; De, Frederick H ; Lin, Yiping.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002449.

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2. Institutional investors’ site visits and firms’ financial distress. (2024). Yue, Sishi ; Cao, Jiawei ; Dong, Dayong.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002763.

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3. The dynamic effects of debtor bankruptcy on unsecured creditors stock liquidity. (2024). Pham, Thu Phuong ; Zurbruegg, Ralf ; Tran, Ngoc Anh ; Nguyen, Dinh Trung.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924001074.

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4. The Impact of High-Frequency Trading on Modern Securities Markets. (2023). Haferkorn, Martin ; Zimmermann, Kai ; Clapham, Benjamin.
   In: Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK.
   RePEc:spr:binfse:v:65:y:2023:i:1:d:10.1007_s12599-022-00768-6.

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

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6. COVID-19 and market structure dynamics. (2023). Cox, Justin ; Woods, Donovan.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426621003137.

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7. When is the order-to-trade ratio fee effective?. (2023). Thomas, Susan ; Panchapagesan, Venkatesh ; Aggarwal, Nidhi.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000532.

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8. Drivers and effects of stock market fragmentation - Insights on SME stocks. (2022). Lausen, Jens ; Clapham, Benjamin ; Gomber, Peter ; Bender, Micha.
   In: SAFE Working Paper Series.
   RePEc:zbw:safewp:367.

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9. Street Name Fluency and Housing Prices. (2022). Lee, Adrian ; Agarwal, Sumit ; Hu, Maggie R.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:65:y:2022:i:2:d:10.1007_s11146-021-09825-5.

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10. Exchange introduction and market competition: The entrance of MEMX and MIAX. (2022). Watson, Ethan D ; Woods, Donovan.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:54:y:2022:i:c:s1044028322000588.

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11. Speed segmentation on exchanges: Competition for slow flow. (2022). Walton, Adrian ; Mueller, Michael ; Anderson, Lisa ; Andrews, Emad ; Devani, Baiju.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000148.

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12. When is the Order to Trade Ratio fee effective?. (2022). Panchapagesan, Venkatesh ; Thomas, Susan ; Aggarwal, Nidhi.
    In: Working Papers.
    RePEc:anf:wpaper:8.

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13. When is the order-to-trade ratio fee effective?. (2022). Thomas, Susan ; Aggarwal, Nidhi ; Panchapagesan, Venkatesh.
    In: Working Papers.
    RePEc:anf:wpaper:11.

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14. The Investors Exchange’s (IEX) impact on investors. (2021). Lahtinen, Kyre Dane ; Lawrey, Chris ; Chow, Alan.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:22:y:2021:i:1:d:10.1057_s41260-020-00194-x.

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15. Understanding Bitcoin liquidity. (2021). Scharnowski, Stefan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319311286.

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16. Liquidity provider incentives in fragmented securities markets. (2021). Panz, Sven ; Gomber, Peter ; Lausen, Jens ; Clapham, Benjamin.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:60:y:2021:i:c:p:16-38.

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17. Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk. (2020). Bernales, Alejandro ; Westheide, Christian ; Sagade, Satchit ; Garrido, Nicolas ; Valenzuela, Marcela.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:234.

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18. Illiquidity and Price Informativeness. (2020). Sadka, Ronnie ; Kerr, Jon.
    In: Management Science.
    RePEc:inm:ormnsc:v:66:y:2020:i:1:p:334-351.

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19. Limit order submission risks, order choice, and tick size. (2020). Yamamoto, Ryuichi.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19302732.

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20. In law we trust: Lawyer CEOs and stock liquidity. (2020). Pham, Mia Hang.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:50:y:2020:i:c:s1386418120300173.

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21. Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S.. (2020). Li, jianping ; Yao, Yinhong ; Zhu, Xiaoqian ; Casu, Barbara.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301885.

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22. STOCK MARKET OPENNESS AND MARKET QUALITY: EVIDENCE FROM THE SHANGHAI–HONG KONG STOCK CONNECT PROGRAM. (2020). Xu, Ke ; Zhang, Xuekui ; Zheng, Xinwei ; Xing, LI ; Pan, Deng.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:43:y:2020:i:2:p:373-406.

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23. When do regulatory interventions work?. (2019). Thomas, Susan ; Aggarwal, Nidhi ; Panchapagesan, Venkatesh.
    In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
    RePEc:ind:igiwpp:2019-011.

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24. When do regulatory interventions work?. (2019). Thomas, Susan ; Aggarwal, Nidhi ; Panchapagesan, Venkatesh.
    In: Working Papers.
    RePEc:ess:wpaper:id:13040.

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25. Fragmentation and Market Quality: The Case of European Markets. (2018). Silva, Paulo Pereira.
    In: De Economist.
    RePEc:kap:decono:v:166:y:2018:i:2:d:10.1007_s10645-018-9316-0.

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26. Does Lead Time in CEO Succession Matter? Evidence From Planned Versus Unexpected CEO Departures. (2018). Rivolta, Mia L.
    In: International Journal of Financial Research.
    RePEc:jfr:ijfr11:v:9:y:2018:i:3:p:1-19.

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27. The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ. (2018). Pham, Thu Phuong ; Michayluk, David ; Dang, Viet.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:41:y:2018:i:c:p:17-35.

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28. Speed Segmentation on Exchanges: Competition for Slow Flow. (2018). Walton, Adrian ; Mueller, Michael ; Anderson, Lisa ; Andrews, Emad ; Devani, Baiju.
    In: Staff Working Papers.
    RePEc:bca:bocawp:18-3.

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29. High-Frequency Trading around Large Institutional Orders. (2017). van Kervel, Vincent ; Menkveld, Albert.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20170092.

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30. Pre-trade transparency in over-the-counter bond markets. (2017). Zhong, Zhuo ; Chen, Fan.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:45:y:2017:i:c:p:14-33.

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31. Effect of the ban on short selling on market prices and volatility. (2017). Helmes, Uwe ; Smith, Tom ; Henker, Thomas.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:57:y:2017:i:3:p:727-757.

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32. The liquidity of dual-listed corporate bonds: empirical evidence from Italian markets. (2015). Modena, Matteo ; Linciano, Nadia ; Gentile, Monica ; FANCELLO, FRANCESCO .
    In: MPRA Paper.
    RePEc:pra:mprapa:62479.

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33. Politically Motivated Taxes in Financial Markets: The Case of the French Financial Transaction Tax. (2015). Meyer, Stephan ; Wagener, Martin ; Weinhardt, Christof.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:47:y:2015:i:2:p:177-202.

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34. Order-to-trade ratios and market liquidity. (2015). Payne, Richard ; Friederich, Sylvain.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:50:y:2015:i:c:p:214-223.

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35. Lot Size Constraints and Market Quality: Evidence from the Borsa Italiana. (2015). Fredella, Roberta ; Perotti, Pietro ; Rindi, Barbara ; Gozluklu, Arie E.
    In: Financial Management.
    RePEc:bla:finmgt:v:44:y:2015:i:4:p:905-945.

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36. The Empirical Analysis of Liquidity. (2014). Subrahmanyam, Avanidhar ; Jacobsen, Stacey ; Holden, Craig W..
    In: Foundations and Trends(R) in Finance.
    RePEc:now:fntfin:0500000044.

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37. The causal impact of algorithmic trading on market quality. (2014). Thomas, Susan ; Aggarwal, Nidhi.
    In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
    RePEc:ind:igiwpp:2014-023.

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38. Did CDS trading improve the market for corporate bonds?. (2014). Nayak, Subhankar ; Das, Sanjiv ; Kalimipalli, Madhu.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:111:y:2014:i:2:p:495-525.

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39. The impact of financial transaction taxes: Evidence from Italy. (2014). Ruhl, Tobias R. ; Stein, Michael.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-14-00006.

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40. Removing the Trade Size Constraint? Evidence from the Italian Market Design. (2013). Rindi, Barbara ; Fredella, Roberta ; Perotti, Pietro ; Gozluklu, Arie E..
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    RePEc:igi:igierp:493.

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41. Fragmentation in Canadian Equity Markets. (2013). Thorn, Thomas ; Slive, Joshua ; Garriott, Corey ; Pomeranets, Anna.
    In: Bank of Canada Review.
    RePEc:bca:bcarev:v:2013:y:2013:i:autumn13:p:20-29.

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42. The impact of joint participation on liquidity in equity and syndicated bank loan markets. (2012). Peng, Lin ; Allen, Linda ; Gottesman, Aron A..
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:21:y:2012:i:1:p:50-78.

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43. Competition in securities markets: the impact on liquidity. (2011). Chlistalla, Michael ; Lutat, Marco.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:25:y:2011:i:2:p:149-172.

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44. Automation, speed, and stock market quality: The NYSEs Hybrid. (2011). Hendershott, Terrence ; Moulton, Pamela C..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:14:y:2011:i:4:p:568-604.

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45. Stock splits in a retail dominant order driven market. (2010). Pavabutr, Pantisa ; Sirodom, Kulpatra .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:18:y:2010:i:5:p:427-441.

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46. 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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47. One-to-many matching: An alternative trading cost comparison technique. (2009). Liu, Jerry W. ; Wort, Donald H..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:20:y:2009:i:1:p:48-66.

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48. Hedge funds for retail investors? An examination of hedged mutual funds. (2007). Agarwal, Vikas ; Boyson, Nicole M. ; Naik, Narayan Y..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0704.

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49. Centralised order books versus hybrid order books: A paired comparison of trading costs on NSC (Euronext Paris) and SETS (London Stock Exchange). (2007). Gajewski, Jean-Francois ; Gresse, Carole.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:9:p:2906-2924.

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1. Assessment of Asymmetric Information Cost in Indian Stock Market: A Sectoral Approach. (2022). Misra, Arun Kumar ; Pan, Aritra.
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2. Which firms benefit from market making?. (2020). Kim, Thomas S ; Smith, Richard L ; Chung, Peter Y ; Kutsuna, Kenji.
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   RePEc:kap:fmktpm:v:34:y:2020:i:1:d:10.1007_s11408-020-00345-5.

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3. Post earnings announcement drift, liquidity and zero leverage firms: Evidence from the UK stock market. (2020). Zhang, Sijia ; Gregoriou, Andros.
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4. The dispersion anomaly and analyst recommendations. (2018). Papakroni, Jorida.
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5. Are the stock markets “rigged”? An empirical analysis of regulatory change. (2018). Diamond, Stephen F ; Kuan, Jennifer W.
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6. The impact of ownership concentration and analyst coverage on market liquidity: Comparative evidence from an auction and a specialist market. (2018). La Rocca, Maurizio ; Stagliano, Raffaele ; Gerace, Dionigi.
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7. The Bid-Ask Spread in the Danish Stock Market: Evidence from the 1990s. (2016). Voetmann, Torben.
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8. New empirical evidence on the bid-ask spread. (2015). Narayan, Seema ; Mishra, Sagarika.
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9. Informed trading, institutional trading, and spread. (2015). Dey, Malay ; Radhakrishna, B..
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10. Information asymmetry and accounting restatement: NYSE-AMEX and NASDAQ evidence. (2014). Puri, Tribhuvan ; Nguyen, Duong.
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11. Competition between stock exchanges and optimal trading. (2013). van Kervel, Vincent.
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12. Short sales, margin purchases and bid–ask spreads. (2013). Zhao, Yan ; Cheng, Lee-Young ; Ni, Cih-Ying ; Chang, Chong-Chuo.
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13. Short sales constraint and SEO pricing. (2013). Ding, David ; Wang, Ping ; Charoenwong, Charlie.
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14. The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051). (2011). Degryse, Hans ; van Kervel, V L ; de Jong, F. C. J. M., .
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15. The Impact of Dark and Visible Fragmentation on Market Quality (Replaces EBC Discussion Paper 2011-013). (2011). Degryse, Hans ; van Kervel, V L ; de Jong, F. C. J. M., .
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16. The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051). (2011). van Kervel, Vincent ; de Jong, Frank ; Degryse, Hans ; de Jong, F. C. J. M., .
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18. Using matched samples to test for differences in trade execution costs. (2009). Davies, Ryan ; Kim, Sangsoo.
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19. Competition between Exchanges: Euronext versus Xetra. (2009). Theissen, Erik ; Kasch-Haroutounian, Maria .
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20. Liquidity in auction and specialist market structures: Evidence from the Italian bourse. (2008). Lepone, Andrew ; Gerace, Dionigi ; Frino, Alex.
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21. INSIDER TRADING, REGULATION, AND THE COMPONENTS OF THE BID–ASK SPREAD. (2008). Tourani-Rad, Alireza ; Gilbert, Aaron ; Frijns, Bart.
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22. Elements of Effective Insider Trading Laws. (2007). Gilbert, Aaron ; Frijns, Bart ; Tourani, Alireza-Rad.
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23. Centralised order books versus hybrid order books: A paired comparison of trading costs on NSC (Euronext Paris) and SETS (London Stock Exchange). (2007). Gajewski, Jean-Francois ; Gresse, Carole.
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24. Centralised order books versus hybrid order books: a paired comparison of trading costs on NSC (Euronext Paris) and SETS (London Stock Exchange). (2007). Gajewski, Jean-Franois ; Gresse, Carole.
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25. Competition between exchanges: Euronext versus Xetra. (2006). Theissen, Erik ; Kasch-Haroutounian, Maria .
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26. The impact of preferencing on execution quality. (2006). Ready, Mark ; Odders-White, Elizabeth ; He, Chen.
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27. The impact of trading mechanisms and stock characteristics on order processing and information costs: A panel GMM approach. (2005). .
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28. The impact of trading mechanisms and stock characteristics on order processing and information costs: A panel GMM approach. (2005). Kling, Gerhard.
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29. Information flow, volatility and spreads of infrequently traded Nasdaq stocks. (2004). Wu, Chunchi.
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30. Estimating the profit markup component of the bid-ask spread: evidence from the London Stock Exchange. (2004). Wright, Robert ; Levin, Eric J..
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31. Valuation effects of domestic and international seasoned equity offerings by Canadian cross-listed firms. (2004). Kryzanowski, Lawrence ; Rubalcava, Arturo.
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32. Centralised order books versus hybrid order books: a paired comparison of trading costs on NSC (Euronext Paris) and SETS (London Stock Exchange). (2004). Gajewski, Jean-Franois ; Gresse, Carole.
    In: Economics Papers from University Paris Dauphine.
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33. An explanation of the volatility disparity between the domestic and foreign shares in the Chinese stock markets. (2003). Chen, Yea-Mow ; Wu, Chunchi.
    In: International Review of Economics & Finance.
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34. Informed trading and the bid-ask spread: evidence from an emerging market. (2003). Podpiera, Richard ; Hanousek, Jan.
    In: Journal of Comparative Economics.
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35. Changes in The Bid-Ask Components Around Earnings Announcements: Evidence from the Copenhagen Stock Exchange. (2001). Voetmann, Torben.
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36. The potential for clientele pricing when making markets in financial securities. (2001). Jennings, Robert ; Battalio, Robert ; Selway, Jamie.
    In: Journal of Financial Markets.
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37. How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market. (2000). Podpiera, Richard ; Hanousek, Jan.
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38. Market evidence on the opaqueness of banking firms assets.. (1999). Kwan, Simon ; Flannery, Mark ; Nimalendran, M..
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39. Execution Costs of Institutional Equity Orders. (1999). Lipson, Marc L. ; Jones, Charles M..
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:8:y:1999:i:3:p:123-140.

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40. Asymmetric information and the bid-ask spread: an empirical comparison between automated order execution and open outcry auction. (1999). Wang, Jianxin.
    In: Journal of International Financial Markets, Institutions and Money.
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41. Components of the wholesale bid-ask spread and the structure of grain markets: the case of rice in India. (1999). Nagarajan, Hari ; Murthy, K.V. ; Jha, Raghbendra ; Seth, Ashok.
    In: Agricultural Economics.
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42. How does liquidity behave? A multidimensional analysis of NYSE stocks. (1999). PASCUAL, ROBERTO ; Escribano, Alvaro ; Tapia, Mikel.
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43. BID-ASK SPREAD COMPONENTS IN AN ORDER-DRIVEN ENVIRONMENT. (1999). Brockman, Paul ; Chung, Dennis Y..
    In: Journal of Financial Research.
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44. Modelling bid-ask spreads in competitive dealership markets. (1998). Koopman, Siem Jan ; Koopman, S. J. M., ; Lai, H N.
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45. Modelling bid-ask spreads in competitive dealership markets. (1998). Koopman, Siem Jan ; Koopman, S. J. M., ; Lai, H. N..
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46. Fragmentation, competition, and limit orders: New evidence from interday spreads. (1998). Thatcher, John G. ; Porter, David C..
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    RePEc:eee:quaeco:v:38:y:1998:i:1:p:111-128.

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47. External information costs and the adverse selection problem: A comparison of NASDAQ and NYSE stocks. (1998). Lin, Ji-Chai ; Booth, Geoffrey G. ; Sanger, Gary C..
    In: International Review of Financial Analysis.
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48. The Law and Economics of Best Execution. (1997). O'Hara, Maureen ; Macey, Jonathan R..
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49. A survey of evidence on domestic and international stock exchange listings with implications for markets and managers. (1996). McConnell, John J. ; Dybevik, Heidi J. ; Lie, Erik ; Haushalter, David.
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50. PERFORMANCE OF STOLLs SPREAD COMPONENT ESTIMATOR: EVIDENCE FROM SIMULATIONS, TIME-SERIES, AND CROSS-SECTIONAL DATA. (1996). Brooks, Raymond ; Masson, Jean .
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