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The Role of Tick Size in Upstairs Trading and Downstairs Trading · Study

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ArticleThe Role of Tick Size in Upstairs Trading and Downstairs Trading

Mark D. Griffiths1998

Article1998

The Role of Tick Size in Upstairs Trading and Downstairs Trading

Mark D. Griffiths · D. Alasdair S. Turnbull

34 citations·0/0 files stored·Journal of Financial Intermediation

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Financial Markets and Investment Strategies Corporate Finance and Governance Finance, Markets, and Regulation

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References

1987Price, trade size, and information in securities markets 1988Liquidity and Market Structure 1995An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse 1996Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE 1993Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis 1994Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes?1994Minimum Price Variations, Discrete Bid–Ask Spreads, and Quotation Sizes 1991Stock Price Clustering and Discreteness

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2002Tick size and quote revisions on the NYSE

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1999Symposium on Market Microstructure: A Review of Empirical Researcharticle · 13 shared references 2001Tick Size, Bid-Ask Spreads, and Market Structurearticle · 9 shared references 2001‘Teenies’ anyone?article · 9 shared references 2001Decimal Trading and Market Impactpreprint · 9 shared references 1999The Dynamics of Discrete Bid and Ask Quotesarticle · 8 shared references 1996Does a Large Minimum Price Variation Encourage Order Exposurearticle · 8 shared references

Details

Year1998

Typearticle

Published1998-10-01

VenueJournal of Financial Intermediation

ISSN-L1042-9573

Languageen

Citations34

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1006/jfin.1998.0249

openalex_workW1965511477

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