Tick Size, Trading Strategies and Market Quality-Reference-Cited by-同舟云学术

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Tick Size, Trading Strategies and Market Quality

Published:2019 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Werner Ingrid M.,Wen Yuanji,Rindi Barbara,Buti Sabrina

Publisher

Elsevier BV

Reference62 articles.

1. Tick Size, Share Prices, and Stock Splits;J J Angel;Journal of Finance,1997

2. Trade, execution costs and Market quality after decimalization;H Bessembinder;Journal of Financial and Quantitative Analysis,2003

3. Dark Pool Trading Strategies, Market Quality and Welfare;S Buti;Journal of Financial Economics,2017

4. Trading Fees and Efficiency in Limit Order Markets;J.-E Colliard;Review of Financial Studies,2012

5. Inverted fee structures, tick size, and market quality;C Comerton-Forde;Journal of Financial Economics,2019

Cited by 3 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. Heterogeneity and Competition in Fragmented Markets: Fees Vs Speed;Applied Mathematical Finance;2021-09-05

2. Measuring institutional trading costs and the implications for finance research: The case of tick size reductions;Journal of Financial Economics;2021-03

3. Tick Size Change and Market Quality in the U.S. Treasury Market;SSRN Electronic Journal;2019

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