Abstract
Comparison of volume between Nasdaq- and NYSE-listed stocks has long been a concern for analysts. This paper provides two empirical analyses addressing the issue. One is based on stocks that transfer listing venues, the other based on regression modeling. Both indicate a complex relationship between the volume of a Nasdaq stock and that of a similar NYSE stock. The analysis is also used to forecast the change in aggregate NYSE volume as the trading of NYSE-listed stocks becomes more electronic.
TOPICS: Exchanges/markets/clearinghouses, financial crises and financial market history
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