Decimalization, adverse selection, and market maker rents
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference29 articles.
1. Tick size, spread, and volume;Ahn;Journal of Financial Intermediation,1996
2. Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities;Ahn;Journal of Financial Markets,1998
3. Market making with discrete prices;Anshuman;Review of Financial Studies,1998
4. The impact of decimalization on market quality: An empirical investigation of the Toronto Stock Exchange;Bacidore;Journal of Financial Intermediation,1997
5. SOES trading and market volatility;Battalio;Journal of Financial and Quantitative Analysis,1997
Cited by 15 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. Tick Size, Institutional Trading, and Market Making: A Study of the SEC Tick Size Pilot Program;The Quarterly Journal of Finance;2022-08-10
2. Impact of MiFID II tick‐size regime on equity markets—Evidence from the LSE;European Financial Management;2022-02-12
3. Does Financial Market Structure Affect the Cost of Raising Capital?;Journal of Financial and Quantitative Analysis;2020-06-16
4. Migration of Traders: Direct and Indirect Effects of the Tick Size Pilot Program;SSRN Electronic Journal;2019
5. The Impact of Reducing Tick Size on Malaysian’s Stock Market Liquidity;Proceedings of the 2nd Advances in Business Research International Conference;2017-10-18
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3