Journal of Financial Markets
Vol. 6
No. 3
2003
Order submission strategies, liquidity supply, and trading in pennies on the New York Stock Exchange
Jeffrey
Bacidore 1 ;
Robert H.
Battalio 2 ;
Robert H.
Jennings 3
1 Goldman Sachs (United States) · 2 University of Notre Dame · 3 Department of Finance, Kelley School of Business, 1309 E. Tenth Street, Bloomington, IN 47405, USA
DOI 10.1016/s1386-4181(03)00003-x
Volume 6
Issue 3
Pages 337-362
Language en
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