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dc.contributor.authorMizrach, Bruceen
dc.date.accessioned2006-03-08-
dc.date.accessioned2010-05-14T11:01:28Z-
dc.date.available2010-05-14T11:01:28Z-
dc.date.issued2005-
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
dc.language.isoengen
dc.publisher|aRutgers University, Department of Economics |cNew Brunswick, NJen
dc.relation.ispartofseries|aWorking Paper |x2006-02en
dc.subject.jelG14en
dc.subject.jelG20en
dc.subject.ddc330en
dc.subject.keywordECNen
dc.subject.keywordmarket impacten
dc.subject.keywordsuper montageen
dc.subject.keywordtotal viewen
dc.subject.stwBörsen-Informationssystemen
dc.subject.stwBörsenumsatzen
dc.subject.stwWertpapierhandelen
dc.subject.stwWertpapierbörseen
dc.subject.stwUSAen
dc.titleDoes SIZE matter?: Liquidity provision by the Nasdaq anonymous trading Facility-
dc.type|aWorking Paperen
dc.identifier.ppn508628059en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:rut:rutres:200602en

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