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Price and quantity quotes on NASDAQ: A study of dealer quotation behavior
Kee H. Chung,
Xin Zhao
Black School of Business (Behrend)
Research output
:
Contribution to journal
›
Review article
›
peer-review
10
Scopus citations
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Dive into the research topics of 'Price and quantity quotes on NASDAQ: A study of dealer quotation behavior'. Together they form a unique fingerprint.
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Keyphrases
Dealers
100%
Quotation
100%
NASDAQ
100%
Higher Returns
20%
Non-competitive
20%
Market Maker
20%
Large Depth
20%
Bid-ask
20%
Large Markets
20%
Return Volatility
20%
Market Making
20%
Trade Size
20%
Frequent Trading
20%
Dealer Spreads
20%
Economics, Econometrics and Finance
Price
100%
Returns Volatility
100%
Social Sciences
Volatility
100%
Price
100%
Arts and Humanities
Dealers
100%
Majority
16%
Conjecture
16%
Neuroscience
Behavior (Neuroscience)
100%