Increasing the Tick: Examining the Impact of the Tick Size Change on Maker‐Taker and Taker‐Maker Market Models-Reference-Cited by-同舟云学术

Increasing the Tick: Examining the Impact of the Tick Size Change on Maker‐Taker and Taker‐Maker Market Models

Published:2019-07-04 Issue:3 Volume:54 Page:417-449
ISSN:0732-8516
Container-title:Financial Review
language:en
Short-container-title:Financial Review

Author:

Cox Justin¹,Ness Bonnie¹,Ness Robert¹

Affiliation:

1. University of Mississippi

Publisher

Wiley

Subject

Economics and Econometrics,Finance

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/fire.12187

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4. Bartlett R.P. IIIandJ.McCrary 2013.Shall we haggle in pennies at the speed of light or in nickels in the dark? How minimum price variation regulates high frequency trading and dark liquidity.Working paper Berkeley School of Law.

5. High‐frequency trading and price discovery;Brogaard J.;Review of Financial Studies,2014

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