Reference health
Reg NMS and Minimum-Tick Distort the Market in Opposing Directions: Theory and Market Experimental Evidence
48/48 checkable references clean · checked 2026-08-03
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
11 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 48 checked references that resolve
resolves10.1016/s1386-4181(97)00002-5
Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities
resolves10.1016/j.jjie.2005.10.008
Tick size change and liquidity provision on the Tokyo Stock Exchange
resolves10.1111/j.1467-629x.2008.00279.x
Impact of a tick size reduction on liquidity: evidence from the Sydney Futures Exchange
resolves10.1006/jfin.1997.0213
The Impact of Decimalization on Market Quality: An Empirical Investigation of the Toronto Stock Exchange
resolves10.1111/jofi.12422
Can Brokers Have It All? On the Relation between Make‐Take Fees and Limit Order Execution Quality
resolves10.1006/jfin.2000.0288
Tick Size, Spreads, and Liquidity: An Analysis of Nasdaq Securities Trading near Ten Dollars
resolves10.1017/s0022109000002696
Tick Size and Institutional Trading Costs: Evidence from Mutual Funds
resolves10.2139/ssrn.2178102
Informed Trading and Maker-Taker Fees in a Low-Latency Limit Order Market
resolves10.1016/j.japwor.2006.08.004
Tick size change and liquidity provision for Japanese stock trading near ¥1000
resolves10.1111/j.0306-686x.2005.00622.x
The Effect of Decimalization on Trade Size and Adverse Selection Costs
resolves10.1093/rfs/hhy073
Why Discrete Price Fragments U.S. Stock Exchanges and Disperses Their Fee Structures
resolves10.1016/0304-405x(85)90044-3
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
resolves10.1016/s0304-405x(99)00061-6
Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE
resolves10.1162/jeea.2006.4.4.862
The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse
resolves10.1142/s0219091508001490
Impact of Tick-Size Reduction on the Market Liquidity — Evidence from the Emerging Order-Driven Market
resolves10.2139/ssrn.2635761
How to Predict the Consequences of a Tick Value Change? Evidence from the Tokyo Stock Exchange Pilot Program
The 11 references without a DOI — listed, not checked
no DOI — not checkedref20
no DOI — not checkedref26
no DOI — not checkedTick size regulation: costs, benefits and risks
no DOI — not checkedref34
no DOI — not checkedref37
no DOI — not checkedref43
no DOI — not checkedref46
no DOI — not checkedref48
no DOI — not checkedReenergizing the IPO market
no DOI — not checkedref58
no DOI — not checkedNasdaq Form 19b-4 filing on proposed access fee pilot
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