Tick size, competition for liquidity provision, and price discovery : evidence from the u.s. treasury market
Year of publication: |
2024
|
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Authors: | Fleming, Michael J. ; Nguyen, Giang H. ; Ruela, Francisco |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 70.2024, 1, p. 332-354
|
Subject: | bid-ask spread | dealers | high frequency trading firms | liquidity provision | market liquidity | price discovery | price efficiency | principal trading firms | tick size | Treasury securities | Liquidität | Liquidity | Geld-Brief-Spanne | Bid-ask spread | Marktliquidität | Market liquidity | Wertpapierhandel | Securities trading | Staatspapier | Government securities | Elektronisches Handelssystem | Electronic trading | Börsenkurs | Share price | Finanzmarktregulierung | Financial market regulation | Marktmikrostruktur | Market microstructure | Öffentliche Anleihe | Public bond |
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