Tick size, trading strategies, and market quality
Year of publication: |
2023
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Authors: | Werner, Ingrid M. ; Rindi, Barbara ; Buti, Sabrina ; Wen, Yuanji |
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. 69.2023, 7, p. 3818-3837
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Subject: | limit order markets | liquidity | market microstructure | tick size | Marktmikrostruktur | Market microstructure | Marktliquidität | Market liquidity | Wertpapierhandel | Securities trading | Geld-Brief-Spanne | Bid-ask spread | Liquidität | Liquidity | Finanzmarktregulierung | Financial market regulation | Aktienmarkt | Stock market | Zweitlisting | Dual listing | Finanzmarkt | Financial market |
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