Trading Volume: NASDAQ and the NYSE

AM Anderson, EA Dyl - Financial Analysts Journal, 2007 - Taylor & Francis
Historically, reported trading volume has been overstated for NASDAQ stocks relative to
NYSE stocks. Because NASDAQ volume may be overcounted, many researchers use an …

French and US trading of cross-listed stocks around the period of US decimalization: volume, spreads, and depth effects

BX Lin, D Michayluk, HR Oppenheimer… - International Review of …, 2009 - Elsevier
We analyze how US decimalization affects stocks cross-listed in France (Euronext) and the
US (NYSE). The French stocks examined are much larger than the non-US stocks examined …

[CITATION][C] Why do NYSE Trade Sizes Continue to Decline? Technological & Routing Enhancements Only Begin to Explain It

AM Anderson, MC Collins, EA Dyl