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https://hdl.handle.net/10419/31264
Kompletter Metadatensatz
DublinCore-Feld | Wert | Sprache |
---|---|---|
dc.contributor.author | Mizrach, Bruce | en |
dc.date.accessioned | 2006-03-08 | - |
dc.date.accessioned | 2010-05-14T11:01:28Z | - |
dc.date.available | 2010-05-14T11:01:28Z | - |
dc.date.issued | 2005 | - |
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 |
dc.language.iso | eng | en |
dc.publisher | |aRutgers University, Department of Economics |cNew Brunswick, NJ | en |
dc.relation.ispartofseries | |aWorking Paper |x2006-02 | en |
dc.subject.jel | G14 | en |
dc.subject.jel | G20 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | ECN | en |
dc.subject.keyword | market impact | en |
dc.subject.keyword | super montage | en |
dc.subject.keyword | total view | en |
dc.subject.stw | Börsen-Informationssystem | en |
dc.subject.stw | Börsenumsatz | en |
dc.subject.stw | Wertpapierhandel | en |
dc.subject.stw | Wertpapierbörse | en |
dc.subject.stw | USA | en |
dc.title | Does SIZE matter?: Liquidity provision by the Nasdaq anonymous trading Facility | - |
dc.type | |aWorking Paper | en |
dc.identifier.ppn | 508628059 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
dc.identifier.repec | RePEc:rut:rutres:200602 | en |
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