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Quantifying market order execution quality at the New York stock exchange
Institution:1. School of Economics and Business, SUNY Oneonta, Netzer Administration Building 223, 108 Ravine Parkway, Oneonta, NY 13820, United States;2. Department of Finance, Faculty of Business & Economics, University of Melbourne, Level 12, 198 Berkeley Street Victoria, 3010, Australia;1. Department of Finance, Ming Chuan University, Taipei, Taiwan;2. Department of Money and Banking, National Kaohsiung First University of Science and Technology, Kaohsiung, Taiwan;3. Department of Finance, Feng Chia University, Taichung, Taiwan
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