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By about 1.5 pennies for the NYSE-listed stocks and about 1 penny for the NASDAQ-listed stocks. It is important to note that at this sampling rate micro-structural e ects are expected to be present. In particular, bid-ask bounce and statistical in ... Get Document
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Comparing Bid-Ask Spreads On The New York Stock Exchange And ...
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Making Sense Of Cents: An Examination Of Firms That ...
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A Clean Balance Sheet Can Help A Company In More Ways Than One
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High Frequency Quoting, Trading, And The Efficiency Of Prices
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