Greg,

I am forwarding you the notes from a regular weekly meeting with one of our 
summer interns.
He works on review of the literature regarding drivers behind bid - offer 
spreads.
Please, let me know if you would like additional info.

Vince

 -----Original Message-----
From:  Lee, Bob  
Sent: Friday, June 08, 2001 9:59 AM
To: Kaminski, Vince J; Lu, Zimin; Bharati, Rakesh; De, Rabi; Huang, Alex; 
Shanbhogue, Vasant; Supatgiat, Chonawee; Barkley, Tom
Cc: Kim, Jinbaek
Subject: Market Maker Discussion

The next session to discuss papers on models for setting the bid-ask spread 
will be

Friday, June 15 2:00-3:00PM in 19C2

If you want copies of the papers Jinbaek will present ahead of time, let me 
know and I will provide a copy.  A summary of yesterday's session is attached.

Bob Lee