This study shows that international firms listing their shares on the New York Stock Exchange
(NYSE) or the London Stock Exchange (LSE) experience a significant increase in visibility, …

Many financial markets, including electronic limit order markets, assign designated liquidity
providers (LPs). We study the experience of the Stockholm Stock Exchange, where listed …

Corporate managers often cite improved firm visibility as a motive for listing on the New York
Stock Exchange (NYSE). We use three proxies to test this motive: the number of analysts …

We examine the impact of a reduction in minimum tick size on market quality, internalization,
and member profits using a transactional database of stocks listed on the Toronto Stock …

We use the American Stock Exchange's May 1997 market-wide adoption of $1/16 ticks to
examine several hypotheses relating to tick size reduction. Specifically, we consider volatility, …

A practical and efficient synthesis of aryl triflates under biphasic basic aqueous conditions is
described. The current methodology provides entry into these valuable substrates that omits …

We examine the impact of differing levels of pretrade transparency on the quotation behavior
of Nasdaq market makers. We find that market makers are more likely to quote on odd ticks, …

In this paper, we examine the relationship between disclosure level and the cost of equity
capital for a sample of international firms cross-listing on the New York Stock Exchange. …

In this paper, we examine whether the hidden portion of limit orders represents depth that
would be revealed if traders were not allowed to hide it, and the associated market quality …

This article examines late trade reporting on the Nasdaq National Market System. A substantial
number of trades are reported out-of-sequence on both absolute levels and relative to …