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Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE

  • Published:2000-04 Issue:1 Volume:56 Page:125-149
  • ISSN:0304-405X
  • Container-title:Journal of Financial Economics
  • language:en
  • Short-container-title:Journal of Financial Economics

Author:

Goldstein Michael A.,A. Kavajecz Kenneth

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference42 articles.

1. Tick size, spread and volume;Ahn;Journal of Financial Intermediation,1996

2. Decimalization and competition among stock markets;Ahn;Journal of Financial Markets,1998

3. Amihud, Y., Mendelson, H., 1991. Option market integration. Paper submitted to the U.S. Securities and Exchange Commission.

4. Tick size, share price, and stock splits;Angel;Journal of Finance,1997

5. Market making rents under discrete prices;Anshuman;Review of Financial Studies,1998

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