Preferencing, Internalization, Best Execution, and Dealer Profits

A-Tier
Journal: Journal of Finance
Year: 1999
Volume: 54
Issue: 5
Pages: 1799-1828

Authors (3)

Oliver Hansch (not in RePEc) Narayan Y. Naik (not in RePEc) S. Viswanathan (Duke University)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The practices of preferencing and internalization have been alleged to support collusion, cause worse execution, and lead to wider spreads in dealership style markets relative to auction style markets. For a sample of London Stock Exchange stocks, we find that preferenced trades pay higher spreads, however they do not generate higher dealer profits. Internalized trades pay lower, not higher, spreads. We do not find a relation between the extent of preferencing or internalization and spreads across stocks. These results do not lend support to the “collusion” hypothesis but are consistent with a “costly search and trading relationships” hypothesis.

Technical Details

RePEc Handle
repec:bla:jfinan:v:54:y:1999:i:5:p:1799-1828
Journal Field
Finance
Author Count
3
Added to Database
2026-01-29