Measuring institutional trading costs and the implications for finance research : the case of tick size reductions
Year of publication: |
2021
|
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Authors: | Eaton, Gregory W. ; Irvine, Paul J. ; Liu, Tingting |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 139.2021, 3, p. 832-851
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Subject: | Decimalization | Institutional trading costs | Market microstructure | Stock liquidity | Tick size reductions | Transaktionskosten | Transaction costs | Geld-Brief-Spanne | Bid-ask spread | Marktmikrostruktur | Wertpapierhandel | Securities trading | Institutioneller Investor | Institutional investor | Zweitlisting | Dual listing | Börsenhandel | Stock exchange trading | Aktienmarkt | Stock market |
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