Tick Size and Financial Reporting Quality in Small‐Cap Firms: Evidence from a Natural Experiment
Author:
Affiliation:
1. Texas A&M University
2. University of Connecticut
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/1475-679X.12331
Reference75 articles.
1. Asset pricing with liquidity risk
2. Asset pricing and the bid-ask spread
3. From cents to half-cents and its liquidity impact
4. Tick Size, Share Prices, and Stock Splits
5. Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading
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