Reference health

Optimal Tick Size

https://doi.org/10.2139/ssrn.4341374
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33/33 checkable references clean · checked 2026-08-28

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.

21 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 33 checked references that resolve
resolves10.1016/j.jfineco.2020.07.002
The price effects of liquidity shocks: A study of the SEC’s tick size experiment
resolves10.1111/j.1540-6261.1997.tb04817.x
Tick Size, Share Prices, and Stock Splits
resolves10.1093/rfs/11.1.81
Market Making with Discrete Prices
resolves10.1093/qje/qjab032
Quantifying the High-Frequency Trading “Arms Race”
resolves10.1006/jfin.1997.0213
The Impact of Decimalization on Market Quality: An Empirical Investigation of the Toronto Stock Exchange
resolves10.1006/jfin.2000.0288
Tick Size, Spreads, and Liquidity: An Analysis of Nasdaq Securities Trading near Ten Dollars
resolves10.2307/4126742
Trade Execution Costs and Market Quality after Decimalization
resolves10.1093/qje/qjv027
The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response *
resolves10.1016/j.finmar.2021.100658
Tick Size Pilot Program and price discovery in U.S. stock markets
resolves10.1093/rfs/hhy073
Why Discrete Price Fragments U.S. Stock Exchanges and Disperses Their Fee Structures
resolves10.1086/296676
Market Making, the Tick Size, and Payment-for-Order Flow: Theory and Evidence
resolves10.1016/S0304-405X(03)00174-0
Order preferencing and market quality on NASDAQ before and after decimalization
resolves10.1016/j.jfineco.2019.11.004
Tick size, liquidity for small and large orders, and price informativeness: Evidence from the Tick Size Pilot Program
resolves10.1006/jfin.1999.0266
Minimum Price Variations, Time Priority, and Quote Dynamics
resolves10.1142/S2382626615500033
Large Tick Assets: Implicit Spread and Optimal Tick Size
resolves10.1093/rfs/hhi029
Limit Order Book as a Market for Liquidity
resolves10.1111/j.1540-6261.1994.tb02450.x
Is the Electronic Open Limit Order Book Inevitable?
resolves10.1016/0304-405X(85)90044-3
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
resolves10.1111/j.1540-6261.2005.00795.x
Equilibrium in a Dynamic Limit Order Market
resolves10.1016/S0304-405X(99)00061-6
Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE
resolves10.1093/rfs/4.3.389
Stock Price Clustering and Discreteness
resolves10.1111/1468-0416.00019
Optimal Dynamic Order Submission Strategies in Some Stylized Trading Problems
resolves10.1093/rfs/7.1.149
Minimum Price Variations, Discrete Bid–Ask Spreads, and Quotation Sizes
resolves10.1016/j.finmar.2013.05.003
Low-latency trading
resolves10.1111/j.1540-6261.2006.01004.x
Estimating the Gains from Trade in Limit‐Order Markets
resolves10.1016/S0304-405X(96)00894-X
Nasdaq market structure and spread patterns
resolves10.1086/503651
So What Orders Do Informed Traders Use?*
resolves10.1016/j.jfineco.2021.04.020
Who provides liquidity, and when?
resolves10.1093/rapstu/ray009
Relative Tick Size and the Trading Environment
resolves10.1111/1468-0262.00241
Stochastic Algorithms, Symmetric Markov Perfect Equilibrium, and the 'curse' of Dimensionality
resolves10.1093/rfs/11.4.789
Price Dynamics in Limit Order Markets
resolves10.1016/S1386-4181(00)00023-9
‘Teenies’ anyone?
resolves10.1093/rfs/hhp011
A Dynamic Model of the Limit Order Book
The 21 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedref3
no DOI — not checkedref10
no DOI — not checkedref11
no DOI — not checkedInverted fee structures, tick size, and market quality
no DOI — not checkedref21
no DOI — not checkedCommission delegated regulation 2017/588
no DOI — not checkedWhen bigger is better: the impact of a tiny tick size on undercutting behavior
no DOI — not checkedref30
no DOI — not checkedTick size pilot plan and market quality
no DOI — not checkedref39
no DOI — not checkedref40
no DOI — not checkedref41
no DOI — not checkedref42
no DOI — not checkedref46
no DOI — not checkedOptimal Market Asset Pricing
no DOI — not checkedref48
no DOI — not checkedref51
no DOI — not checkedref52
no DOI — not checkedTick size, trading strategies and market quality
no DOI — not checkedref54
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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