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When dealing in small-company shares, it pays to use a full-service broker that can deal in larger volumes and obtain better prices for you.
Full-service brokers sometimes get a bad rap, but they can be extremely useful for their expertise. Remember, they do much more than just place trades; full-service brokers can provide expertise for people who don't have the time to stay up-to-date on complicated issues such as tax or estate planning.
However, for those who just want to execute trades without the extra services, discount brokers are the way to go.