The anatomy of a fee change — evidence from cryptocurrency markets

Author:

Brauneis Alexander,Mestel RolandORCID,Riordan Ryan,Theissen Erik

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference26 articles.

1. Make-take structure and market quality: Evidence from the U.S. options market;Anand;Manage. Sci.,2016

2. Institutional order handling and broker-affiliated trading venues;Anand;Rev. Financ. Stud.,2021

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. Bitcoin time-of-day, day-of-week and month-of-year effects in returns and trading volume;Baur;Finance Res. Lett.,2019

5. Maker-taker exchange fees and market liquidity: Evidence from a natural experiment;Berkman,2011

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