Work

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

Year: 2019

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2019.01.017

Authors: Todd G. Griffith, Brian S. Roseman

Institutions: Utah State University, California State University, Fullerton

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2913890000

FWCI: 9.091

Cites: 49

Cited by: 67

Related to: 10