Tick size and market quality: Simulations based on agent‐based artificial stock markets
Author:
Affiliation:
1. International Business School Suzhou Xi'an Jiaotong–Liverpool University China
Publisher
Wiley
Subject
Finance,General Business, Management and Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/isaf.1474
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5. Albuquerque R. Song S. &Yao C.(2019).The price effects of liquidity shocks: a study of SEC's tick‐size experiment. Working paper. Boston College Chestnut Hill MA USA.
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