Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program-Reference-Cited by-同舟云学术

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Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program

Published:2023-11 Issue: Volume: Page:100870
ISSN:1386-4181
Container-title:Journal of Financial Markets
language:en
Short-container-title:Journal of Financial Markets

Author:

Deng Mengdie^ORCID,Lin Tse-Chun,Zhou Jiayu

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference76 articles.

1. Tick size and financial reporting quality in small-cap firms: evidence from a natural experiment;Ahmed;J. Account. Res.,2020

2. The price effects of liquidity shocks: a study of the SEC's tick size experiment;Albuquerque;J. Financ. Econ.,2020

3. Illiquidity and stock returns: cross-section and time-series effects;Amihud;J. Financ. Mark.,2002

4. Market making with discrete prices;Anshuman;Rev. Financ. Stud.,1998

5. Passive investors, not passive owners;Appel;J. Financ. Econ.,2016

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1. Investor attention and GameFi returns: A transfer entropy analysis;Finance Research Letters;2024-03

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