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The Price Effects of Liquidity Shocks: A Study of Sec's Tick-Size Experiment
SSRN Electronic Journal
◽
10.2139/ssrn.3230119
◽
2018
◽
Cited By ~ 3
Author(s):
Rui A. Albuquerque
◽
Shiyun Song
◽
Chen Yao
Keyword(s):
Tick Size
◽
Liquidity Shocks
◽
Price Effects
Download Full-text
Related Documents
Cited By
References
The Price Effects of Liquidity Shocks: A Study of SEC's Tick-Size Experiment
SSRN Electronic Journal
◽
10.2139/ssrn.3081125
◽
2017
◽
Cited By ~ 2
Author(s):
Rui A. Albuquerque
◽
Shiyun Song
◽
Chen Yao
Keyword(s):
Tick Size
◽
Liquidity Shocks
◽
Price Effects
Download Full-text
The price effects of liquidity shocks: A study of the SEC’s tick size experiment
Journal of Financial Economics
◽
10.1016/j.jfineco.2020.07.002
◽
2020
◽
Vol 138
(3)
◽
pp. 700-724
◽
Cited By ~ 5
Author(s):
Rui Albuquerque
◽
Shiyun Song
◽
Chen Yao
Keyword(s):
Tick Size
◽
Liquidity Shocks
◽
Price Effects
Download Full-text
Price Effects of Dual-Class Shares
Financial Analysts Journal
◽
10.2469/faj.v42.n1.58
◽
1986
◽
Vol 42
(1)
◽
pp. 58-67
◽
Cited By ~ 22
Author(s):
Vijay M. Jog
◽
Allan L. Riding
Keyword(s):
Price Effects
◽
Dual Class Shares
◽
Dual Class
Download Full-text
Tick Size and Adverse Selection: Spurious Effects Arising from Serial Correlation
SSRN Electronic Journal
◽
10.2139/ssrn.1105963
◽
2008
◽
Author(s):
Lynn Doran
◽
Michael A. Goldstein
◽
Evgenia V. Golubeva
◽
Eric N. Hughson
Keyword(s):
Adverse Selection
◽
Serial Correlation
◽
Tick Size
Download Full-text
The Price Effects of a Large Merger of Manufacturers
SSRN Electronic Journal
◽
10.2139/ssrn.1857066
◽
2011
◽
Author(s):
Matthew Weinberg
◽
Orley C. Ashenfelter
◽
Daniel S. Hosken
Keyword(s):
Price Effects
Download Full-text
The Price Effects of Index Additions: A New Explanation
SSRN Electronic Journal
◽
10.2139/ssrn.1932983
◽
2010
◽
Author(s):
Shinhua Liu
Keyword(s):
Price Effects
Download Full-text
Crises, Liquidity Shocks, and Fire Sales at Investment Banks
SSRN Electronic Journal
◽
10.2139/ssrn.2236552
◽
2013
◽
Cited By ~ 4
Author(s):
Nicole M. Boyson
◽
Jean Helwege
◽
Jan Jindra
Keyword(s):
Investment Banks
◽
Liquidity Shocks
◽
Fire Sales
Download Full-text
The Asset Pricing Effects of UK Market Liquidity Shocks: Evidence from Tick Data
SSRN Electronic Journal
◽
10.2139/ssrn.2378219
◽
2014
◽
Author(s):
Jason Foran
◽
Mark C. Hutchinson
◽
Niall O'Sullivan
Keyword(s):
Asset Pricing
◽
Market Liquidity
◽
Liquidity Shocks
◽
Tick Data
Download Full-text
Short-Term Price Effects of Stock Repurchases in Turkish Capital Markets
SSRN Electronic Journal
◽
10.2139/ssrn.2650418
◽
2015
◽
Cited By ~ 1
Author(s):
Burak Pirgaip
◽
Semra Karacaer
Keyword(s):
Capital Markets
◽
Stock Repurchases
◽
Short Term
◽
Price Effects
Download Full-text
Tick Size Is little more than an Impediment to Liquidity Trading: Theory and Market Experimental Evidence
SSRN Electronic Journal
◽
10.2139/ssrn.2913555
◽
2017
◽
Cited By ~ 5
Author(s):
Yiping Lin
◽
Peter L. Swan
◽
Vito Mollica
Keyword(s):
Experimental Evidence
◽
Tick Size
◽
Liquidity Trading
Download Full-text
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