Subsidizing Liquidity with Wider Ticks: Evidence from the Tick Size Pilot Study
Author:
Publisher
Wiley
Subject
Law,Education
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/jels.12252
Reference36 articles.
1. Abadie Alberto SusanAthey Guido W.Imbens &Jeffrey M.Wooldridge(2017) “When Should You Adjust Standard Errors for Clustering?”National Bureau of Economics Working Paper24003.
2. Aït‐Sahalia Yacine &MehmetSaglam(2017) “High Frequency Market Making: Optimal Quoting ”Princeton Univ. Working Paper.
3. Tick Size, Share Prices, and Stock Splits
4. Equity Trading in the 21st Century: An Update
5. Order submission strategies, liquidity supply, and trading in pennies on the New York Stock Exchange
Cited by 13 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Intraday variation in trading costs: Evidence from the TSPP;Journal of Financial Research;2024-03-18
2. The Market Inside the Market: Odd-Lot Quotes;The Review of Financial Studies;2023-09-19
3. Tick size, liquid stocks and market quality: Evidence from a natural experiment in a unique setting;Borsa Istanbul Review;2023-09
4. Competition and Execution Quality in the Market for Retail Trading;SSRN Electronic Journal;2023
5. When Bigger is Better: The Impact of a Tiny Tick Size on Undercutting Behavior;Journal of Financial and Quantitative Analysis;2022-10-13
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3