One size fits all? : high frequency trading, tick size changes and the implications for exchanges : market quality and market structure considerations
Thanos Verousis, Pietro Perotti, Georgios Sermpinis
| Year of publication: |
February 2018
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|---|---|
| Authors: | Verousis, Thanos ; Perotti, Pietro ; Sermpinis, Georgios |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 50.2018, 2, p. 353-392
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| Subject: | High frequency trading | Market quality | Microstructure | Minimum trade unit | Tick size | Trading costs | Elektronisches Handelssystem | Electronic trading | Geld-Brief-Spanne | Bid-ask spread | Finanzmarktregulierung | Financial market regulation | Wertpapierhandel | Securities trading | Marktmikrostruktur | Market microstructure | Marktstruktur | Market structure | Transaktionskosten | Transaction costs | Börsenkurs | Share price | Zweitlisting | Dual listing | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-017-0632-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011979139