The price effects of liquidity shocks : a study of the SEC’s tick size experiment
Rui Albuquerque, Shiyun Song, Chen Yao
| Year of publication: |
2020
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|---|---|
| Authors: | Albuquerque, Rui ; Song, Shiyun ; Yao, Chen |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 138.2020, 3, p. 700-724
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| Subject: | Tick size pilot | Liquidity | Information risk | Price efficiency | News response | Investor horizon | Liquidity risk | Liquidity premium | Cost of capital | JOBS Act | SEC | Liquidität | Börsenkurs | Share price | Finanzmarktregulierung | Financial market regulation | Betriebliche Liquidität | Corporate liquidity | Kapitalkosten | Marktliquidität | Market liquidity | Finanzmarktaufsicht | Financial supervision | Risiko | Risk | Geld-Brief-Spanne | Bid-ask spread |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2020.07.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012653132