The price effects of liquidity shocks : a study of the SEC’s tick size experiment
Year of publication: |
2020
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Authors: | Albuquerque, Rui ; Song, Shiyun ; Yao, Chen |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 138.2020, 3, p. 700-724
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Subject: | Tick size pilot | Liquidity | Information risk | Price efficiency | News response | Investor horizon | Liquidity risk | Liquidity premium | Cost of capital | JOBS Act | SEC | Liquidität | Marktliquidität | Market liquidity | Kapitalkosten | Finanzmarktregulierung | Financial market regulation | Geld-Brief-Spanne | Bid-ask spread | Finanzmarktaufsicht | Financial supervision | Risiko | Risk | CAPM | Zweitlisting | Dual listing | Risikoprämie | Risk premium | Betriebliche Liquidität | Corporate liquidity | Börsenkurs | Share price |
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