December 1, 2003Journal of Financial and Quantitative Analysis563 citations

Trade Execution Costs and Market Quality after Decimalization

HBHendrik BessembinderWilliam Carey University

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Abstract

*The author thanks the New York Stock Exchange for the provision of financial support and data for this study, and the Nasdaq Stock Market for the provision of data. The paper was improved by the

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Hendrik Bessembinder (Mon,) studied this question.

synapsesocial.com/papers/6a20531c67e003a2985acc3f https://doi.org/https://doi.org/10.2307/4126742

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3Are NASDAQ Stocks More Costly to Trade than NYSE Stocks? Evidence after Decimalization2001 · 23 citations
4Minimum Price Variations, Discrete Bid–Ask Spreads, and Quotation Sizes1994 · 654 citations
5Evaluation of the biases in execution cost estimation using trade and quote data2003 · 108 citations

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