When bigger is better : the impact of a tiny tick size on undercutting behavior
Year of publication: |
2023
|
---|---|
Authors: | Dyhrberg, Anne Haubo ; Foley, Sean ; Svec, Jiri |
Published in: |
Journal of financial and quantitative analysis : JFQA. - Seattle, Wash. : [Verlag nicht ermittelbar], ISSN 1756-6916, ZDB-ID 2010249-5. - Vol. 58.2023, 6, p. 2387-2416
|
Subject: | Virtuelle Währung | Virtual currency | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure | Elektronisches Handelssystem | Electronic trading | USA | United States |
-
Testing stylized facts of Bitcoin limit order books
Schnaubelt, Matthias, (2019)
-
Testing stylized facts of Bitcoin limit order books
Schnaubelt, Matthias, (2019)
-
Price discovery in the U.S. Treasury cash market : on principal trading firms and dealers
Harkrader, James Collin, (2020)
- More ...
-
When bigger is better : The impact of a tiny tick size on undercutting behavior
Dyhrberg, Anne Haubo, (2020)
-
Can Bitcoin be Trusted? Quantifying the Economic Value of Blockchain Transactions
Dyhrberg, Anne Haubo, (2021)
-
How Should We Ring the Closing Bell? Determining Optimal Closing Auction Design
Dyhrberg, Anne Haubo, (2023)
- More ...