Tick Size, Trading Strategies and Market Quality

2019 ◽  
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Ingrid M. Werner ◽  
Yuanji Wen ◽  
Barbara Rindi ◽  
Sabrina Buti
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Trading Strategies ◽  
Market Quality ◽  
Tick Size

The Impact of a Closing Call Auction on Market Quality and Trading Strategies

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Author(s):  
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Barbara Rindi ◽  
Luisella Bosetti
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Market Quality ◽  
Call Auction ◽  
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The Effect of Tick Size on Volatility, Trader Behavior, and Market Quality

1998 ◽  
Author(s):  
Tavy Ronen ◽  
Daniel G. Weaver
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Tick Size

The effect of a closing call auction on market quality and trading strategies

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Vol 21 (1) ◽  
pp. 23-49 ◽  
Author(s):  
Eugene Kandel ◽  
Barbara Rindi ◽  
Luisella Bosetti
Keyword(s):  
Trading Strategies ◽  
Market Quality ◽  
Call Auction

Pseudo market-makers, market quality and the minimum tick size

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Vol 47 ◽  
pp. 88-100 ◽  
Author(s):  
Andrew Lepone ◽  
Jin Boon Wong
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Market Quality ◽  
Tick Size ◽  
Market Makers

scholarly journals Tick Size Change and Market Quality in the U.S. Treasury Market

2019 ◽  
Author(s):  
Michael J. Fleming ◽  
Giang Nguyen ◽  
Francisco Ruela
Keyword(s):  
Market Quality ◽  
Size Change ◽  
Tick Size ◽  
Treasury Market ◽  
The U.S

scholarly journals Tick Size and Market Quality Using an Agent-Based Multiple-Order-Book Model

2020 ◽  
Vol 8 ◽  
Author(s):  
Ruwei Zhao ◽  
Yian Cui ◽  
Xuenu Liu
Keyword(s):  
Market Quality ◽  
Order Book ◽  
Tick Size ◽  
Agent Based

Tick size, market structure, and market quality

2010 ◽  
Vol 36 (1) ◽  
pp. 57-81 ◽  
Author(s):  
Kee H. Chung ◽  
Jangkoo Kang ◽  
Joon-Seok Kim
Keyword(s):  
Market Structure ◽  
Market Quality ◽  
Tick Size

Inverted fee structures, tick size, and market quality

2019 ◽  
Vol 134 (1) ◽  
pp. 141-164 ◽  
Author(s):  
Carole Comerton-Forde ◽  
Vincent Grégoire ◽  
Zhuo Zhong
Keyword(s):  
Market Quality ◽  
Tick Size
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