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Settling down : T+2 settlement cycle and liquidity

Baig, Ahmed; Breeze, Stephen; Cox, Justin; Griffith, Todd - In: European financial management : the journal of the … 28 (2022) 5, pp. 1260-1282

Persistent link: https://www.econbiz.de/10013415830

Making Cents of Tick Sizes : An Investigation of the 2016 U.S. SEC Tick Size Pilot on Limit Order Book Liquidity

Griffith, Todd - 2019

We use the 2016 U.S. SEC tick size pilot to examine the effects of an increase in the minimum price variation on limit order book liquidity in NASDAQ-listed stocks on the NASDAQ exchange. For treatment stocks with an average pre-pilot quoted spread less than $0.05, the tick size increase is...

Persistent link: https://www.econbiz.de/10012902516

The maximum bid-ask spread

Blau, Benjamin; Griffith, Todd; Whitby, Ryan J. - In: Journal of financial markets 41 (2018), pp. 1-16

Persistent link: https://www.econbiz.de/10012001724

Making cents of tick sizes : the effect of the 2016 U.S. SEC tick size pilot on limit order book liquidity

Griffith, Todd; Roseman, Brian S. - In: Journal of banking & finance 101 (2019), pp. 104-121

Persistent link: https://www.econbiz.de/10012162633

Modern OTC market structure and liquidity : the tale of three tiers

Davis, Ryan; Griffith, Todd; Van Ness, Bonnie F.; Van … - In: Journal of financial markets 64 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014466262

COVID-19 intensity across U.S. states and the liquidity of U.S. equity markets

Baig, Ahmed; Berkowitz, Jason; DeLisle, Ronald Jared; … - In: The financial review : the official publication of the … 58 (2023) 2, pp. 235-259

Persistent link: https://www.econbiz.de/10014305792