Tick Size Tolls: Can a Trading Slowdown Improve Earnings News Discovery?
- Published in:
- Accounting Review, 2021, v. 96, n. 3, p. 373, doi. 10.2308/TAR-2018-0689
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- Publication type:
- Article
Works matching DE "TICK size (Securities)"
Results: 10
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One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations.
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- Review of Quantitative Finance & Accounting, 2018, v. 50, n. 2, p. 353, doi. 10.1007/s11156-017-0632-2
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- Article
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Inter-market competition for NYSE-listed securities under decimals.
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- Review of Quantitative Finance & Accounting, 2010, v. 35, n. 4, p. 371, doi. 10.1007/s11156-009-0139-6
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- Article
4
DIVIDEND CAPTURE ON THE EX-DIVIDEND DAY: EVIDENCE FROM VIETNAMESE STOCK MARKET.
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- Asian Academy of Management Journal of Accounting & Finance, 2017, v. 13, n. 2, p. 69, doi. 10.21315/aamjaf2017.13.2.4
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- Article
5
Impact of Reduced Tick Sizes on the Hong Kong Stock Exchange.
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- Journal of New Business Ideas & Trends, 2012, v. 10, n. 2, p. 54
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- Article
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The Ex-dividend Day Behaviour of REITs: Tax or Market Microstructure Effects.
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- European Financial Management, 2016, v. 22, n. 3, p. 341, doi. 10.1111/eufm.12093
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- Article
7
ANALYSIS OF THE DISCRETE ORNSTEIN-UHLENBECK PROCESS CAUSED BY THE TICK SIZE EFFECT.
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- Journal of Applied Probability, 2013, v. 50, n. 4, p. 1102, doi. 10.1239/jap/1389370102
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- Article
8
Why Trading Speed Matters: A Tale of Queue Rationing under Price Controls.
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- Review of Financial Studies, 2018, v. 31, n. 6, p. 2157, doi. 10.1093/rfs/hhy002
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- Article
9
The Volatility of Bid-Ask Spreads.
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- Financial Management (Wiley-Blackwell), 2015, v. 44, n. 4, p. 851, doi. 10.1111/fima.12092
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- Article
10
Discrete Pricing and Market Fragmentation: A Tale of Two-Sided Markets.
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- American Economic Review, 2017, v. 107, n. 5, p. 196, doi. 10.1257/aer.p20171046
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- Article