The DOI matches its Crossref record; 23 of the 23 references it cites were found in a registry or an index.
Is market fragmentation harming market quality?
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Citations
Cites
Sample Selection Bias as a Specification Error
Heckman, J. J. (1979) · Econometrica · doi:10.2307/1912352 · Cited by 28,779
Statistical Methods for Rates and Proportions
Fleiss, J. L., Levin, B., & Paik, M. C. (2003) · Wiley Series in Probability and Statistics · doi:10.1002/0471445428 · Cited by 18,646
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
Lo, A. W., & MacKinlay, A. C. (1988) · Review of Financial Studies · doi:10.1093/rfs/1.1.41 · Cited by 3,731
Economides, N. (1996) · International Journal of Industrial Organization · doi:10.1016/0167-7187(96)01015-6 · Cited by 1,583
Market microstructure: A survey
Madhavan, A. (2000) · Journal of Financial Markets · doi:10.1016/s1386-4181(00)00007-0 · Cited by 1,126
Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE
Huang, R. D., & Stoll, H. R. (1996) · Journal of Financial Economics · doi:10.1016/0304-405x(95)00867-e · Cited by 1,009
Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test
Lo, A., & MacKinlay, A. C. (1987) · National Bureau of Economic Research · doi:10.3386/w2168 · Cited by 735
Statistical Methods for Rates and Proportions
(2004) · Technometrics · doi:10.1198/tech.2004.s812 · Cited by 681
Presidential Address: Friction
Stoll, H. R. (2000) · The Journal of Finance · doi:10.1111/0022-1082.00259 · Cited by 679
Trading Volume and Asset Liquidity
Pagano, M. (1989) · The Quarterly Journal of Economics · doi:10.2307/2937847 · Cited by 626
Cited by
High frequency trading and the new market makers
Menkveld, A. J. (2013) · Journal of Financial Markets · doi:10.1016/j.finmar.2013.06.006 · Cited by 800
BEN‐DAVID, I., FRANZONI, F., & MOUSSAWI, R. (2018) · The Journal of Finance · doi:10.1111/jofi.12727 · Cited by 678
Metadata
- Authors
- O'Hara, M., & Ye, M.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2011-06
- Volume
- 100
- Issue
- 3
- Pages
- 459-474
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W3124882399
- Cited by
- 578
- References
- 23
- FWCI
- 68.23
- Type
- journal article
- Language
- en
- Open access
- green
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
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- The paper
- O'Hara, M., & Ye, M. (2011). Is market fragmentation harming market quality? Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2011.02.006
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.