"Competition for Order Flow, Price Discovery, and Market Quality and the Nasdaq-100 Tracking Stock" by Yiuman Tse

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Competition for Order Flow, Price Discovery, and Market Quality and the Nasdaq-100 Tracking Stock

Journal of Financial Research (2003)

Yiuman Tse, University of Missouri-St. Louis
Grigori Erenburg

Disciplines

Business

Publication Date

2003

Citation Information

Yiuman Tse and Grigori Erenburg. "Competition for Order Flow, Price Discovery, and Market Quality and the Nasdaq-100 Tracking Stock" Journal of Financial Research Vol. 26 (2003) p. 301 - 318
Available at: http://works.bepress.com/yiuman-tse/72/