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Impact of Tick-Size Reduction on the Market Liquidity — Evidence from the Emerging Order-Driven Market
16 references·1 citing·47 second hop
Impact of Tick-Size Reduction on the Market Liquidity — Evidence from the Emerging Order-Driven Market (2008)Impact of Tick-Size Reduction on the Mark…Trade Execution Costs and Market Quality after Decimalization (2003)Trade Execution Costs and Mar…Market Liquidity and Trading Activity (2001)Market Liquidity and Trading …How Well Do Adverse Selection Components Measure Adverse Selection? (2001)How Well Do Adverse Selection…The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)The information content of st…Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE (2000)Eighths, sixteenths, and mark…An examination of herd behavior in equity markets: An international perspective (2000)An examination of herd behavi…Price Discovery and Learning during the Preopening Period in the Paris Bourse (1999)Price Discovery and Learning …Limit orders and the bid–ask spread (1999)Limit orders and the bid–ask …The Impact of Decimalization on Market Quality: An Empirical Investigation of the Toronto Stock Exchange (1997)The Impact of Decimalization …Tick Size, Spread, and Volume (1996)Tick Size, Spread, and VolumeHow Different Is Japanese Corporate Finance? An Investigation of the Information Content of New Security Issues (1996)How Different Is Japanese Cor…An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse (1995)An Empirical Analysis of the …Minimum Price Variations, Discrete Bid–Ask Spreads, and Quotation Sizes (1994)Minimum Price Variations, Dis…Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis (1993)Spreads, Depths, and the Impa…Stock Price Clustering and Discreteness (1991)Stock Price Clustering and Di…Predisclosure Information, Firm Capitalization, and Security Price Behavior Around Earnings Announcements (1985)Predisclosure Information, Fi…Advertising intensity, investor recognition, and implied cost of capital (2011)Advertising intensity, invest…Liquidity and Market Structure (1988)Trading and Exchanges: Market Microstructure for Practitioners (2002)The Determinants of Underpricing for Seasoned Equity Offers (2003)Realized Volatility: A Review (2008)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Inferring Trade Direction from Intraday Data (1991)Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information (1999)Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk (2005)The Role of Dissemination in Market Liquidity: Evidence from Firms' Use of Twitter™ (2013)Price, trade size, and information in securities markets (1987)Estimating the components of the bid/ask spread (1988)Liquidity Provision with Limit Orders and a Strategic Specialist (1997)Transactions costs and investment style: an inter-exchange analysis of institutional equity trades (1997)Corporate Governance and Liquidity (2010)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Mean reversion in stock prices (1988)Market microstructure: A survey of microfoundations, empirical results, and policy implications (2005)Recent trends in trading activity and market quality (2011)Have capital market anomalies attenuated in the recent era of high liquidity and trading activity? (2014)A Theory of Intraday Patterns: Volume and Price Variability (1988)Market microstructure: A survey (2000)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Presidential Address: Asset Price Dynamics with Slow‐Moving Capital (2010)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)An Empirical Evaluation of Accounting Income Numbers (1968)The relationship between return and market value of common stocks (1981)Earnings Innovations, Earnings Persistence, and Stock Returns (1987)Reputation and Performance Among Security Analysts (1992)The Geography of Equity Analysis (2005)A Contribution to the Theory of Economic Growth (1956)Increasing Returns and Long-Run Growth (1986)Law and Finance (1998)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)R2 around the world: New theory and new tests☆ (2005)Does board gender diversity improve the informativeness of stock prices? (2011)Asset pricing and the bid-ask spread (1986)Market liquidity as a sentiment indicator (2004)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)Capital Market Equilibrium with Restricted Borrowing (1972)Herd Behavior and Investment (1988)Foreign Speculators and Emerging Equity Markets (2000)Herding behavior in Chinese stock markets: An examination of A and B shares (2007)An empirical analysis of herd behavior in global stock markets (2010)Sixteenths: direct evidence on institutional execution costs (2001)Equilibrium in a Dynamic Limit Order Market (2005)The Diversity of High Frequency Traders (2012)
this work references cited by second hop

References

  • 2000The information content of stock markets: why do emerging markets have synchronous stock price movements?3,332 cited
  • 2001Market Liquidity and Trading Activity1,555 cited
  • 2000An examination of herd behavior in equity markets: An international perspective1,288 cited
  • 1995An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse1,151 cited
  • 1985Predisclosure Information, Firm Capitalization, and Security Price Behavior Around Earnings Announcements1,005 cited
  • 1993Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis979 cited
  • 1994Minimum Price Variations, Discrete Bid–Ask Spreads, and Quotation Sizes603 cited
  • 1991Stock Price Clustering and Discreteness576 cited
  • 2003Trade Execution Costs and Market Quality after Decimalization512 cited
  • 2000Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE444 cited
  • 1999Price Discovery and Learning during the Preopening Period in the Paris Bourse379 cited
  • 1996How Different Is Japanese Corporate Finance? An Investigation of the Information Content of New Security Issues276 cited
  • 1999Limit orders and the bid–ask spread268 cited
  • 2001How Well Do Adverse Selection Components Measure Adverse Selection?264 cited

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  • 1997The Impact of Decimalization on Market Quality: An Empirical Investigation of the Toronto Stock Exchange221 cited
  • 1996Tick Size, Spread, and Volume161 cited
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    • 2011Advertising intensity, investor recognition, and implied cost of capital18 cited