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How to choose the stock exchange to trade a stock?

Let's take an example : Hewlett Packard. The company is listed on both Nasdaq and Nyse. Correct me if I am wrong but as we can trade it on 2 different stock exchanges the price of the stock may ...
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Is NYSE Arca an exchange or an ECN?

the US Equities / stocks market seems to be the very complicated one. And I'm trying to understand what market participants it consists of, what their roles and functions are. Also, what I'm trying to ...