The impact of make-take fees on market efficiency
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
https://link.springer.com/content/pdf/10.1007/s11156-021-01016-w.pdf
Reference29 articles.
1. Anand A, Hua J, McCormick T (2016) Make-take structure and market quality: evidence from the US options markets. Manage Sci 62(11):3271–3290
2. Angel JJ, Harris LE, Spatt CS (2011) Equity trading in the 21st century. Quart J Financ 1(01):1–53
3. Battalio R, Corwin SA, Jennings R (2016) Can brokers have it all? On the relation between make-take fees and limit order execution quality. J Financ 71(5):2193–238
4. Brolley M, Malinova K (2013).Informed trading and maker-taker fees in a low-latency limit order market. Available at SSRN 2178102
5. Cardella L, Hao J, Kalcheva I (2015) Make and take fees in the US equity market. Available at SSRN 2149302
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