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Buti, Sabrina; Consonni, Francesco; Rindi, Barbara; … - 2015

Persistent link: https://www.econbiz.de/10011279579

Tick size regulation and sub-penny trading

Buti, Sabrina; Rindi, Barbara; Wen, Yuanji; Werner, … - 2013

We show that following a tick size reduction in a decimal public limit order book (PLB) market quality and welfare fall for illiquid but increase for liquid stocks. If a Sub-Penny Venue (SPV) starts competing with a penny-quoting PLB, market quality deteriorates for illiquid, low priced stocks,...

Persistent link: https://www.econbiz.de/10010227726

Tick size, trading strategies and market quality

Werner, Ingrid M.; Wen, Yuanji; Rindi, Barbara; Buti, … - 2019

We model a public limit order book (PLB) with rational investors choosing to supply or demand liquidity. Following a reduction in the tick size the effects on PLB's market quality depend on the liquidity of the stocks. Spread improves for tick-constrained stocks and deteriorates for...

Persistent link: https://www.econbiz.de/10012101820

Tick size regulation and sub-penny trading

Buti, Sabrina; Rindi, Barbara; Wen, Yuanji; Werner, … - 2013 - This version: September 9, 2013

Persistent link: https://www.econbiz.de/10011814206

Tick size, trading strategies, and market quality

Werner, Ingrid M.; Rindi, Barbara; Buti, Sabrina; Wen, … - In: Management science : journal of the Institute for … 69 (2023) 7, pp. 3818-3837

Persistent link: https://www.econbiz.de/10014338286

Tick Size Regulation and Sub-Penny Trading

Buti, Sabrina; Rindi, Barbara; Wen, Yuanji; Werner, … - Charles A. Dice Center for Research in Financial … - 2013

Persistent link: https://www.econbiz.de/10010699942

Voluntary information acquisition in an asymmetric-information game : comparing learning theories in the laboratory

Wen, Yuanji - In: Journal of economic behavior & organization : JEBO 150 (2018), pp. 202-219

Persistent link: https://www.econbiz.de/10011986119

Loss aversion in asymmetric anti-coordination games

Wen, Yuanji; Masschelein, Stijn; Ratan, Anmol - In: Southern economic journal 88 (2022) 4, pp. 1549-1573

Persistent link: https://www.econbiz.de/10013190325

The high-volume return premium : does it exist in the Chinese stock market?

Wang, Peipei; Wen, Yuanji; Harminder Singh - In: Pacific-Basin finance journal 46 (2017), pp. 323-336

Persistent link: https://www.econbiz.de/10011801041

Does regret matter in first-price auctions?

Ratan, Anmol; Wen, Yuanji - In: Economics letters 143 (2016), pp. 114-117

Persistent link: https://www.econbiz.de/10011617030