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Relative Tick Size and the Trading Environment · Study

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PreprintRelative Tick Size and the Trading Environment

Maureen O’Hara2014

OA

Preprintgreen2014

Relative Tick Size and the Trading Environment

Maureen O’Hara · Gideon Saar · Zhuo Zhong

39 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Stochastic processes and financial applications FinTech, Crowdfunding, Digital Finance

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References

1987Price, trade size, and information in securities markets 1996Liquidity, Information, and Infrequently Traded Stocks 2008Individual Investor Trading and Stock Returns 1994Is the Electronic Open Limit Order Book Inevitable?2011Low-Latency Trading 2012High Frequency Trading and the New-Market Makers 2005Limit Order Book as a Market for Liquidity 1994Minimum Price Variations, Discrete Bid–Ask Spreads, and Quotation Sizes

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2019Increasing the Tick: Examining the Impact of the Tick Size Change on Maker‐Taker and Taker‐Maker Market Models

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Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2018Relative Tick Size and the Trading Environmentarticle · 36 shared references 2019Tick Size, Trading Strategies and Market Qualityarticle · 15 shared references 2022Tick Size Wars: The Market Quality Effects of Pricing Grid Competitionarticle · 11 shared references 2008Limit Order Markets: A Surveychapter · 10 shared references 2020Tick Size Tolls: Can a Trading Slowdown Improve Earnings News Discovery?article · 10 shared references 2006Tick Size and Institutional Trading Costs: Evidence from Mutual Fundsarticle · 10 shared references

Details

Year2014

Typepreprint

Published2014-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations39

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.2463360

openalex_workW1549621548

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