Market Structure, Fragmentation and Market Quality - Evidence from Recent Listing Switches

SSRN Electronic Journal ◽

10.2139/ssrn.497574 ◽

2003 ◽

Author(s):

Li Wei ◽

Paul B. Bennett

Keyword(s):

Market Structure ◽

Market Quality ◽

Quality Evidence

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Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash

SSRN Electronic Journal ◽

10.2139/ssrn.2806917 ◽

2015 ◽

Author(s):

Qian Han ◽

Jufang Liang

Keyword(s):

Stock Market ◽

Spot Market ◽

Market Quality ◽

Chinese Stock Market ◽

Futures Trading ◽

Stock Market Crash ◽

Index Futures ◽

Trading Restrictions ◽

Quality Evidence

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Pre-Opening Price Indications and Market Quality: Evidence from NYSE Rule 48

SSRN Electronic Journal ◽

10.2139/ssrn.3378155 ◽

2019 ◽

Author(s):

Kee H. Chung ◽

Chairat Chuwonganant ◽

Youngsoo Kim

Keyword(s):

Market Quality ◽

Quality Evidence

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Short sales restrictions and market quality: Evidence from Korea

Journal of Behavioral and Experimental Finance ◽

10.1016/j.jbef.2021.100504 ◽

2021 ◽

pp. 100504

Author(s):

Yunsung Eom ◽

Jaehoon Hahn ◽

Wook Sohn

Keyword(s):

Market Quality ◽

Short Sales ◽

Quality Evidence

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The Effect of Automated Trading on Market Quality: Evidence from the New York Stock Exchange

Lecture Notes in Business Information Processing - Enterprise Applications and Services in the Finance Industry ◽

10.1007/978-3-642-01197-9_2 ◽

2009 ◽

pp. 11-30

Author(s):

Andreas Storkenmaier ◽

Ryan Riordan

Keyword(s):

New York ◽

Stock Exchange ◽

Market Quality ◽

New York Stock Exchange ◽

York Stock Exchange ◽

Quality Evidence

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Internalization and Market Quality in a Fragmented Market Structure

SSRN Electronic Journal ◽

10.2139/ssrn.1846470 ◽

2011 ◽

Author(s):

Daniel G. Weaver

Keyword(s):

Market Structure ◽

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Analysis of the Tick Size and the Impact of Varying Dollar Ticks on Market Quality – Evidence from the Sydney Futures Exchange

Australasian Accounting Business and Finance Journal ◽

10.14453/aabfj.v1i4.2 ◽

2007 ◽

Vol 1 (4) ◽

pp. 16-39

Author(s):

Andrew Tan ◽

Alex Frino

Keyword(s):

Market Quality ◽

Tick Size ◽

Quality Evidence

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STOCK MARKET OPENNESS AND MARKET QUALITY: EVIDENCE FROM THE SHANGHAI–HONG KONG STOCK CONNECT PROGRAM

The Journal of Financial Research ◽

10.1111/jfir.12210 ◽

2020 ◽

Vol 43 (2) ◽

pp. 373-406

Author(s):

Ke Xu ◽

Xinwei Zheng ◽

Deng Pan ◽

Li Xing ◽

Xuekui Zhang

Keyword(s):

Hong Kong ◽

Stock Market ◽

Market Quality ◽

Quality Evidence

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Night trading and market quality: Evidence from Chinese and US precious metal futures markets

Journal of Futures Markets ◽

10.1002/fut.22147 ◽

2020 ◽

Vol 40 (10) ◽

pp. 1486-1507

Author(s):

Ying Jiang ◽

Neil Kellard ◽

Xiaoquan Liu

Keyword(s):

Precious Metal ◽

Futures Markets ◽

Market Quality ◽

Quality Evidence

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Transparency and market quality: Evidence from SuperMontage

Journal of Financial Intermediation ◽

10.1016/j.jfi.2008.01.002 ◽

2009 ◽

Vol 18 (1) ◽

pp. 93-111 ◽

Author(s):

Kee H. Chung ◽

Chairat Chuwonganant

Keyword(s):

Market Quality ◽

Quality Evidence

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The Relationship between Listing Requirements and Market Quality: An Examination Using NASDAQ’s Tiered Market Structure

International Journal of Financial Research ◽

10.5430/ijfr.v7n5p203 ◽

2016 ◽

Vol 7 (5) ◽

Author(s):

Kevin D. Broom ◽

Jason S. Turner

Keyword(s):

Market Structure ◽

Market Quality ◽

The Relationship

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