Making cents of tick sizes : the effect of the 2016 U.S. SEC tick size pilot on limit order book liquidity
Year of publication: |
2019
|
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Authors: | Griffith, Todd ; Roseman, Brian S. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 101.2019, p. 104-121
|
Subject: | Limit order book | Resilience | Round-trip trade | SEC tick size pilot | USA | United States | Wertpapierhandel | Securities trading | Geld-Brief-Spanne | Bid-ask spread | Finanzmarktregulierung | Financial market regulation | Marktliquidität | Market liquidity | Finanzmarktaufsicht | Financial supervision |
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