Pelno valdymas Nasdaq Vilnius vertybinių popierių biržoje kotiruojamose įmonėse

A Nasdaq Market Simulation: Draft in Progress

Isaac Saias, and others for their valuable comments and suggestions. We thank Paula Lozar for editing help. We acknowledge Nasdaq's financial support in working on this project. Usual disclaimer applies.

Limit tirders and the alleged Nasdaq collusion

DilTerent methods are used by thm NYSE,‘Amex and the Nasdaq to accommodate limit orders received from investors. This accounts for at least part of the excess of Nasdaq spreads over NYSE spreads, adjusted for trading volume, and is a factor in determining this excess tha: is independent of coitusion on the Nasdaq. The spread-comparison evidence given by others to support their belief that there...

The Nasdaq rash of April 2000 :

Symposium on market microstructure: Focus on Nasdaq

This special issue of the Journal of Financial Economics includes six articles that analyze the market microstructure of Nasdaq in various ways. The question of the costs of trading on Nasdaq has become contentious in both the academic and legal/regulatory arenas since the Christie and Schultz (1994) article first noted that many actively traded Nasdaq stocks were almost never quoted on odd eig...

FireStox: Exploring NASDAQ Velocity and Forces

NASDAQ Market Velocity and Market Forces are two relatively new data products that attempt to capture market sentiment, something that was previously only observable if one was on a trading floor. Given the transient and temporal properties of the data, we were challenged to create a visualization that would highlight the ever-changing qualities of Velocity and Forces. To that end, we developed...