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Competition from the limit order book and NYSE spreads

Journal of International Financial Markets, Institutions and Money, 10(1): 31--42, 2000.
Authors: Lynn Phillips Kugele and Thomas H. McInish and Bonnie F. Van Ness and Robert A. Van Ness
URL: http://www.sciencedirect.com/science/article/B6VGT-3XX6BC5-3/1/dbb7381eac2cb50e153a31fbdd7027c2
Tags: Spreads
| URL | BibTeX  
@article{PhillipsKugele2000,
title = {Competition from the limit order book and NYSE spreads},
author = {Lynn Phillips Kugele and Thomas H. McInish and Bonnie F. Van Ness and Robert A. Van Ness},
journal = {Journal of International Financial Markets, Institutions and Money},
month = {Jan},
number = {1},
pages = {31--42},
url = {http://www.sciencedirect.com/science/article/B6VGT-3XX6BC5-3/1/dbb7381eac2cb50e153a31fbdd7027c2},
volume = {10},
year = {2000},
keywords = {Spreads }
}