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Order Flow Distribution, Bid-Ask Spreads, and Liquidity Costs: Merrill Lynch's Decision to Cease Routinely Routing Orders to Regional Stock Exchanges

Robert Battalio, Jason Greene and Robert Jennings

Journal of Financial Intermediation, 1998, vol. 7, issue 4, 338-358

Date: 1998
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Citations: View citations in EconPapers (6)

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