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COVID-19 and market structure dynamics

Cox, Justin; Woods, Donovan - In: Journal of banking & finance 147 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014248224

The dark side of IPOs : examining where and who trades in the IPO secondary market

Cox, Justin; Van Ness, Bonnie F.; Van Ness, Robert A. - In: Financial management : FM 51 (2022) 4, pp. 1091-1126

Persistent link: https://www.econbiz.de/10013468495

Making Cents of Tick Sizes : An Investigation of the 2016 U.S. SEC Tick Size Pilot on Limit Order Book Liquidity

Griffith, Todd - 2019

We use the 2016 U.S. SEC tick size pilot to examine the effects of an increase in the minimum price variation on limit order book liquidity in NASDAQ-listed stocks on the NASDAQ exchange. For treatment stocks with an average pre-pilot quoted spread less than $0.05, the tick size increase is...

Persistent link: https://www.econbiz.de/10012902516

The maximum bid-ask spread

Blau, Benjamin; Griffith, Todd; Whitby, Ryan J. - In: Journal of financial markets 41 (2018), pp. 1-16

Persistent link: https://www.econbiz.de/10012001724

Making cents of tick sizes : the effect of the 2016 U.S. SEC tick size pilot on limit order book liquidity

Griffith, Todd; Roseman, Brian S. - In: Journal of banking & finance 101 (2019), pp. 104-121

Persistent link: https://www.econbiz.de/10012162633

Modern OTC market structure and liquidity : the tale of three tiers

Davis, Ryan; Griffith, Todd; Van Ness, Bonnie F.; Van … - In: Journal of financial markets 64 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014466262