Tick Size Pilot Program and price discovery in U.S. stock markets
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference40 articles.
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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
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1. Tick size, liquid stocks and market quality: Evidence from a natural experiment in a unique setting;Borsa Istanbul Review;2023-09
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3. Whose trades contribute more to price discovery? Evidence from the Taiwan stock exchange;Review of Quantitative Finance and Accounting;2023-04-15
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5. Optimal Tick Size;SSRN Electronic Journal;2023
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