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AMEX Amihud & Haim Amihud & Mendelson analysis Asset Prices available in LEXIS bid-ask spread block trades Boston Stock Exchange Commission copyrighted correlation current regime dealers disclosure ECON Electronic Bulls enforce Equity Market Structure example Exchange Act Release execute fair and orderly Fedsec Library file with authors fragmentation grant of UTP Haim Mendelson illiquidity costs incentive infra Instinet issuer consent limit orders London Stock Exchange Market Structure Study Merton H multimarket trading NASD National Market System national securities exchange note 22 NYCE NYSE order flow peripheral markets price changes price impact proposed rule protection of investors pursuant quoted prices regional exchanges regulation require the consent securities holders securities markets securities values security's price sell order stock price Stock Returns supra note 16 traded derivative security Trading Privileges Act trading regime U.S. regulatory underlying security underlying security's Unlisted Trading Privileges unpublished manuscript Yakov Amihud York Stock Exchange