EconStor >
Rutgers University >
Department of Economics, Rutgers University >
Working Papers, Department of Economics, Rutgers University >

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10419/31264
  

Full metadata record

DC FieldValueLanguage
dc.contributor.authorMizrach, Bruceen_US
dc.date.accessioned2006-03-08en_US
dc.date.accessioned2010-05-14T11:01:28Z-
dc.date.available2010-05-14T11:01:28Z-
dc.date.issued2005en_US
dc.identifier.urihttp://hdl.handle.net/10419/31264-
dc.description.abstractI 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.isoengen_US
dc.publisherDep. of Economics, Rutgers, the State Univ. of New Jersey New Brunswick, NJen_US
dc.relation.ispartofseriesWorking papers // Department of Economics, Rutgers, the State University of New Jersey 2006,02en_US
dc.subject.jelG14en_US
dc.subject.jelG20en_US
dc.subject.ddc330en_US
dc.subject.keywordECNen_US
dc.subject.keywordmarket impacten_US
dc.subject.keywordsuper montageen_US
dc.subject.keywordtotal viewen_US
dc.subject.stwBörsen-Informationssystemen_US
dc.subject.stwBörsenumsatzen_US
dc.subject.stwWertpapierhandelen_US
dc.subject.stwWertpapierbörseen_US
dc.subject.stwUSAen_US
dc.titleDoes SIZE matter?: Liquidity provision by the Nasdaq anonymous trading Facilityen_US
dc.typeWorking Paperen_US
dc.identifier.ppn508628059en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
Appears in Collections:Working Papers, Department of Economics, Rutgers University

Files in This Item:
File Description SizeFormat
508628059.pdf150.09 kBAdobe PDF
No. of Downloads: Counter Stats
Show simple item record
Download bibliographical data as: BibTeX

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.