Public disclosure and private decisions: The case of equity market execution quality
In 2001, the Securities and Exchange Commission (SEC) required market centers to publish monthly execution-quality reports in an effort to spur competition for order flow between markets. Using samples of stocks trading on several markets, we investigate whether past execution quality affects order-...
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Main Authors: | BOEHMER, Ekkehart, JENNINGS, Robert, WEI, Li |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2007
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Subjects: | |
Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/4690 https://ink.library.smu.edu.sg/context/lkcsb_research/article/5689/viewcontent/Boehmer_Public_Disclosure_2006_av.pdf |
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Institution: | Singapore Management University |
Language: | English |
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