selected publications
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article
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Effects of market reform on the trading costs and depths of Nasdaq stocks..
The Journal of Finance.
54:1-34.
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Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs..
The Journal of Finance.
57:1443-1478.
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Effects of market reform on the trading costs and depths of Nasdaq stocks..
The Journal of Finance.
54:1-34.