Inverted fee structures, tick size, and market quality

Author:

Comerton-Forde Carole,Grégoire Vincent,Zhong Zhuo

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference37 articles.

1. The Price Effects of Liquidity Shocks: a Study of SEC’s Tick-Size Experiment;Albuquerque,2017

2. Equity trading in the 21st century;Angel;Q. J. Finance,2011

3. Can brokers have it all? On the relation between make-take fees and limit order execution quality;Battalio;J. Finance,2016

4. Bid-ask spreads: measuring trade execution costs in financial markets;Bessembinder,2010

5. Imperfect competition in financial markets: an empirical study of Island and Nasdaq;Biais;Manag. Sci.,2010

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