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Working Papers, Department of Economics, Rutgers University >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/31264
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Mizrach, Bruce | | en_US |
| dc.date.accessioned | | 2006-03-08 | | en_US |
| dc.date.accessioned | | 2010-05-14T11:01:28Z | | - |
| dc.date.available | | 2010-05-14T11:01:28Z | | - |
| dc.date.issued | | 2005 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/31264 | | - |
| dc.description.abstract | | I examine the effects of Nasdaq's introduction of an anonymous trading facility called SIZE. I compare SIZE to competing ECNs in terms of liquidity and market impact. Despite rapid growth, SIZE has not yet attained a significant market share and rarely influences short-run price evolution. I conclude with discussion of the Nasdaq-ECN mergers and speculate about a role for SIZE in trading listed securities. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | Dep. of Economics, Rutgers, the State Univ. of New Jersey New Brunswick, NJ | | en_US |
| dc.relation.ispartofseries | | Working papers // Department of Economics, Rutgers, the State University of New Jersey 2006,02 | | en_US |
| dc.subject.jel | | G14 | | en_US |
| dc.subject.jel | | G20 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | ECN | | en_US |
| dc.subject.keyword | | market impact | | en_US |
| dc.subject.keyword | | super montage | | en_US |
| dc.subject.keyword | | total view | | en_US |
| dc.subject.stw | | Börsen-Informationssystem | | en_US |
| dc.subject.stw | | Börsenumsatz | | en_US |
| dc.subject.stw | | Wertpapierhandel | | en_US |
| dc.subject.stw | | Wertpapierbörse | | en_US |
| dc.subject.stw | | USA | | en_US |
| dc.title | | Does SIZE matter?: Liquidity provision by the Nasdaq anonymous trading Facility | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 508628059 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | - |
| Appears in Collections: | | Working Papers, Department of Economics, Rutgers University
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