Tick Size Pilot Program and the Information Structure of US Stock Markets

Author:

Chakrabarty Bidisha,Cox Justin,Upson James

Publisher

Elsevier BV

Reference42 articles.

1. A theory of intraday patterns: Volume and price variability;Anat Admati;Review of Financial Studies,1988

2. The price effects of liquidity shocks: A study of the sec's tick size experiment;Rui Albuquerque;Journal of Financial Economics,2020

3. To pay or be paid? The impact of taker fees and order flow inducements on trading costs in U.S. options markets;Robert Battalio;Journal of Financial and Quantitative Analysis,2016

4. Does tick size influence price discovery? Evidence from the Toronto stock exchange;Marie-Claude Beaulieu;Journal of Futures Markets,2003

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