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Market changes and spread components, implications for international markets

, , and . Journal of International Financial Markets, Institutions and Money, 11 (1): 65--73 (Mar 1, 2001)

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Limit orders and the bid-ask spread, , and . Journal of Financial Economics, 53 (2): 255--287 (August 1999)After-hours trading of NYSE stocks on the regional stock exchanges, , and . Review of Financial Economics, 11 (4): 287--297 (2002)Competition from the limit order book and NYSE spreads, , , and . Journal of International Financial Markets, Institutions and Money, 10 (1): 31--42 (January 2000)Market changes and spread components, implications for international markets, , and . Journal of International Financial Markets, Institutions and Money, 11 (1): 65--73 (Mar 1, 2001)