Tim McCormick

U.S. Securities and Exchange Commission

Financial Economist

United States Securities and Exchange Commission

450 Fifth Street NW

Washington, DC 20549

United States

SCHOLARLY PAPERS

6

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CITATIONS
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Top 21,534

in Total Papers Citations

30

Scholarly Papers (6)

1.

Electronic Communications Networks and Market Quality

Simon School of Business Working Paper No. FR 00-19
Number of pages: 40 Posted: 18 May 2001
University of Rochester - Simon School (Deceased), University of California, Berkeley - Haas School of Business and U.S. Securities and Exchange Commission
Downloads 1,578 (10,610)
Citation 7

Abstract:

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2.

Information and Trading on Electronic Communications Networks

AFA 2003 Washington, DC Meetings
Number of pages: 42 Posted: 11 Nov 2002
University of Rochester - Simon School (Deceased), University of California, Berkeley - Haas School of Business and U.S. Securities and Exchange Commission
Downloads 1,338 (13,794)
Citation 4

Abstract:

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Order Preferencing and Market Quality on NASDAQ Before and after Decimalization

Number of pages: 43 Posted: 07 May 2003
Kee H. Chung, Chairat Chuwonganant and Tim McCormick
State University of New York at Buffalo - School of Management, Indiana University Purdue University Fort Wayne and U.S. Securities and Exchange Commission
Downloads 524 (51,218)
Citation 1

Abstract:

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Order Preferencing and Market Quality on NASDAQ Before and after Decimalization

Journal of Financial Economics, Forthcoming
Posted: 07 May 2003
Kee H. Chung, Chairat Chuwonganant and Tim McCormick
State University of New York at Buffalo - School of Management, Indiana University Purdue University Fort Wayne and U.S. Securities and Exchange Commission

Abstract:

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4.

Order Imbalance and Liquidity Supply: Evidence from the Bubble Burst of NASDAQ Stocks

Journal of Empirical Finance, Forthcoming
Number of pages: 36 Posted: 10 May 2005
Mingsheng Li, Tim McCormick and Xin Zhao
Bowling Green State University - College of Business Administration, U.S. Securities and Exchange Commission and Pennsylvania State University (Erie) - The Behrend College
Downloads 322 (92,665)

Abstract:

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Order imbalance, liquidity, spreads, depths, market makers

5.

Does Internalization Diminish the Impact of Quote Aggressiveness on Dealer Market Share?

Number of pages: 37 Posted: 24 Aug 2004
Kee H. Chung, Chairat Chuwonganant and Tim McCormick
State University of New York at Buffalo - School of Management, Indiana University Purdue University Fort Wayne and U.S. Securities and Exchange Commission
Downloads 158 (186,011)
Citation 1

Abstract:

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Dealer market share, Market concentration, Herfindahl-index, Internalization, Quote aggressiveness, Decimalization

6.

The Impact of Market Maker Competition on NASDAQ Spreads

The Financial Review, Vol. 34, Iss. 4, November 1999
Posted: 01 Dec 1999
Mark Klock and Tim McCormick
Independent and U.S. Securities and Exchange Commission

Abstract:

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