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