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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Persistent link: https://EconPapers.repec.org/RePEc:eee:jfinin:v:7:y:1998:i:4:p:338-358
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