Tick Size Pilot Program and price discovery in U.S. stock markets
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference40 articles.
1. A theory of intraday patterns: volume and price variability;Admati;Rev. Financ. Stud.,1988
2. The price effects of liquidity shocks: a study of the sec's tick size experiment;Albuquerque;J. Financ. Econ.,2020
3. To pay or be paid? The impact of taker fees and order flow inducements on trading costs in U.S. options markets;Battalio;J. Financ. Quant. Anal.,2016
4. Does tick size influence price discovery? Evidence from the Toronto stock exchange;Beaulieu;J. Futures Mark.,2003
5. Tracking retail investor activity, (Forthcoming);Boehmer;J. Finance,2020
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