Tick size, liquidity for small and large orders, and price informativeness : evidence from the Tick Size Pilot Program
Kee H. Chung, Albert J. Lee, Dominik Rösch
| Year of publication: |
2020
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|---|---|
| Authors: | Chung, Kee H. ; Lee, Albert J. ; Rösch, Dominik |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 136.2020, 3, p. 879-899
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| Subject: | Liquidity | Liquidity spillover | Pilot program | Pricing efficiency | Tick size | Liquidität | Geld-Brief-Spanne | Bid-ask spread | Zweitlisting | Dual listing | Wertpapierhandel | Securities trading | Aktienmarkt | Stock market | Betriebsgröße | Firm size |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2019.11.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012545740