Tick Size Is little more than an Impediment to Liquidity Trading: Theory and Market Experimental Evidence
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Elsevier BV
Reference66 articles.
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2. Tick size change and liquidity provision on the Tokyo Stock Exchange;H J Ahn;Journal of the Japanese and International Economies,2007
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3. The price effects of liquidity shocks: A study of the SEC’s tick size experiment;Journal of Financial Economics;2020-12
4. Subsidizing Liquidity with Wider Ticks: Evidence from the Tick Size Pilot Study;Journal of Empirical Legal Studies;2020-05-22
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