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Tick Size, Trading Strategies and Market Quality
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1006/jfin.1997.0213openalex-snapshot
The Impact of Decimalization on Market Quality: An Empirical Investigation of the Toronto Stock Exchange
inferredcites →https://doi.org/10.1006/jfin.1998.0249openalex-snapshot
The Role of Tick Size in Upstairs Trading and Downstairs Trading
inferredcites →https://doi.org/10.1006/jfin.1999.0266openalex-snapshot
Minimum Price Variations, Time Priority, and Quote Dynamics
inferredcites →https://doi.org/10.1006/jfin.2000.0288openalex-snapshot
Tick Size, Spreads, and Liquidity: An Analysis of Nasdaq Securities Trading near Ten Dollars
inferredcites →https://doi.org/10.1016/j.finmar.2004.09.001openalex-snapshot
Trade-through prohibitions and market quality
inferredcites →https://doi.org/10.1016/j.finmar.2005.05.002openalex-snapshot
Did decimalization hurt institutional investors?
inferredcites →https://doi.org/10.1016/j.finmar.2006.02.003openalex-snapshot
The impact of preferencing on execution quality
inferredcites →https://doi.org/10.1016/j.jfi.2004.09.003openalex-snapshot
So who gains from a small tick size?
inferredcites →https://doi.org/10.1016/j.jfineco.2008.02.007openalex-snapshot
Dynamic order submission strategies with competition between a dealer market and a crossing network☆
inferredcites →https://doi.org/10.1016/j.jfineco.2011.02.006openalex-snapshot
Is market fragmentation harming market quality?
inferredcites →https://doi.org/10.1016/j.jfineco.2016.02.002openalex-snapshot
Dark pool trading strategies, market quality and welfare
inferredcites →https://doi.org/10.1016/j.jfineco.2019.03.005openalex-snapshot
Inverted fee structures, tick size, and market quality
inferredcites →https://doi.org/10.1016/s0304-405x(03)00174-0openalex-snapshot
Order preferencing and market quality on NASDAQ before and after decimalization
inferredcites →https://doi.org/10.1016/s0304-405x(99)00061-6openalex-snapshot
Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE
inferredcites →https://doi.org/10.1016/s0378-4266(03)00136-5openalex-snapshot
Why markets should not necessarily reduce the tick size
inferredcites →https://doi.org/10.1016/s1386-4181(00)00015-xopenalex-snapshot
A simple model of payment for order flow, internalization, and total trading cost
inferredcites →https://doi.org/10.1016/s1386-4181(03)00003-xopenalex-snapshot
Order submission strategies, liquidity supply, and trading in pennies on the New York Stock Exchange
inferredcites →https://doi.org/10.1017/s0022109000002696openalex-snapshot
Tick Size and Institutional Trading Costs: Evidence from Mutual Funds
inferredcites →https://doi.org/10.1086/296676openalex-snapshot
Market Making, the Tick Size, and Payment-for-Order Flow: Theory and Evidence
inferredcites →https://doi.org/10.1093/rapstu/ray009openalex-snapshot
Relative Tick Size and the Trading Environment
inferredcites →https://doi.org/10.1093/rfs/10.1.103openalex-snapshot
Liquidity Provision with Limit Orders and a Strategic Specialist
inferredcites →https://doi.org/10.1093/rfs/11.4.789openalex-snapshot
Price Dynamics in Limit Order Markets
inferredcites →https://doi.org/10.1093/rfs/7.1.149openalex-snapshot
Minimum Price Variations, Discrete Bid–Ask Spreads, and Quotation Sizes
inferredcites →https://doi.org/10.1093/rfs/hhi029openalex-snapshot
Limit Order Book as a Market for Liquidity
inferredcites →https://doi.org/10.1093/rfs/hhr011openalex-snapshot
Growing Out of Trouble? Corporate Responses to Liability Risk
inferredcites →https://doi.org/10.1093/rfs/hht078openalex-snapshot
Do Dark Pools Harm Price Discovery?
inferredcites →https://doi.org/10.1093/rfs/hhy002openalex-snapshot
Why Trading Speed Matters: A Tale of Queue Rationing under Price Controls
inferredcites →https://doi.org/10.1111/0022-1082.00098openalex-snapshot
Payments for Order Flow on Nasdaq
inferredcites →https://doi.org/10.1111/0022-1082.00167openalex-snapshot
Preferencing, Internalization, Best Execution, and Dealer Profits
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb04817.xopenalex-snapshot
Tick Size, Share Prices, and Stock Splits
inferredcites →https://doi.org/10.1111/j.1540-6261.2005.00795.xopenalex-snapshot
Equilibrium in a Dynamic Limit Order Market
inferredcites →https://doi.org/10.2139/ssrn.2913555openalex-snapshot
Tick Size Is little more than an Impediment to Liquidity Trading: Theory and Market Experimental Evidence
inferredcites →https://doi.org/10.2139/ssrn.2954512openalex-snapshot
Trading Fees and Intermarket Competition
inferredcites →https://doi.org/10.2139/ssrn.3032074openalex-snapshot
Information, Liquidity, and Dynamic Limit Order Markets
inferredcites →https://doi.org/10.2139/ssrn.3452391openalex-snapshot
The Opacity of ‘Transparent’ Bitcoin Data
inferredcites →https://doi.org/10.2307/4126742openalex-snapshot
Trade Execution Costs and Market Quality after Decimalization
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.4479542openalex-extracted
The Lower the Better? Revisiting Minimum Tick Size
inferred← citeshttps://doi.org/10.2139/ssrn.4518086openalex-extracted
The Lower the Better? Revisiting Minimum Tick Size∗
inferred← citeshttps://doi.org/10.2139/ssrn.4708947openalex-extracted
Tick Sizes, Short-Selling, and the Alternative Uptick Rule: Evidence from the Tick Size Pilot Program
inferred← citeshttps://doi.org/10.2139/ssrn.4790380openalex-extracted
Are no-trade periods indicative of information efficiency?
inferred← citeshttps://doi.org/10.2139/ssrn.4834010openalex-extracted
Tick Size, Market Quality, and Cross-Asset Arbitrage in the Commodity Futures Market
inferred← citeshttps://doi.org/10.1002/fut.70044openalex-snapshot
Tick Size, Lot Size, and Liquidity in Futures Trading
inferred← citeshttps://doi.org/10.1007/s42524-025-4097-zopenalex-snapshot
Evaluation of REITs resilience of infrastructure projects from the perspective of investor heterogeneity based on Geodetector Models——Empirical data from China
inferred← citeshttps://doi.org/10.1016/j.bir.2023.07.003openalex-snapshot
Tick size, liquid stocks and market quality: Evidence from a natural experiment in a unique setting
inferred← citeshttps://doi.org/10.1016/j.finmar.2023.100882openalex-snapshot
Understanding the impacts of dark pools on price discovery
inferred← citeshttps://doi.org/10.1016/j.finmar.2024.100959openalex-snapshot
Coarse pricing in QE auctions
inferred← citeshttps://doi.org/10.1016/j.finmar.2025.101024openalex-snapshot
When does the tick size help or harm market quality? Evidence from the Tick Size Pilot
inferred← citeshttps://doi.org/10.1016/j.frl.2026.110467openalex-snapshot
Tick size increase and futures liquidity
inferred← citeshttps://doi.org/10.1016/j.iref.2023.07.109openalex-snapshot
Realized volatility, price informativeness, and tick size: A market microstructure approach
inferred← citeshttps://doi.org/10.1016/j.jcorpfin.2025.102742openalex-snapshot
Dark Trading Volume and Market Quality: A Natural Experiment
inferred← citeshttps://doi.org/10.1016/j.jempfin.2023.101444openalex-snapshot
Technological disparity and its impact on market quality
inferred← citeshttps://doi.org/10.1016/j.jfineco.2020.09.003openalex-snapshot
Measuring institutional trading costs and the implications for finance research: The case of tick size reductions
inferred← citeshttps://doi.org/10.1016/j.pacfin.2026.103253openalex-snapshot
Does tick size influence high-frequency herding? Evidence from the Japanese equity market
inferred← citeshttps://doi.org/10.1017/s0022109022001077openalex-snapshot
When Bigger is Better: The Impact of a Tiny Tick Size on Undercutting Behavior
inferred← citeshttps://doi.org/10.1080/01621459.2024.2380105openalex-snapshot
Matrix Completion When Missing Is Not at Random and Its Applications in Causal Panel Data Models
inferred← citeshttps://doi.org/10.1080/13504851.2024.2333996openalex-snapshot
The lower the better? Revisiting minimum tick size
inferred← citeshttps://doi.org/10.1080/1350486x.2021.1960574openalex-snapshot
Heterogeneity and Competition in Fragmented Markets: Fees Vs Speed
inferred← citeshttps://doi.org/10.1093/erae/jbag020openalex-snapshot
Quoting behavior and price discovery in agricultural derivatives markets
inferred← citeshttps://doi.org/10.1093/rfs/hhad074openalex-snapshot
The Market Inside the Market: Odd-Lot Quotes
inferred← citeshttps://doi.org/10.1111/fima.70062openalex-snapshot
The Effect of Tick Size on Price Clustering: Evidence From the 2016 US Tick Size Pilot Program
inferred← citeshttps://doi.org/10.1111/jfir.70020openalex-snapshot
Price clustering and the informational efficiency of stock prices
inferred← citeshttps://doi.org/10.2139/ssrn.3966059openalex-snapshot
Internalized Retail Order Imbalances and Institutional Liquidity Demand
inferred← citeshttps://doi.org/10.2139/ssrn.4076089openalex-snapshot
Order Submission, Information Asymmetry, and Tick Size
inferred← citeshttps://doi.org/10.2139/ssrn.4689334openalex-snapshot
Detecting Informed Trading Risk from Undercutting Activity in Limit Order Markets
inferred← citeshttps://doi.org/10.2139/ssrn.5041091openalex-snapshot
Tick Size and Price Discovery: Futures-options Evidence
inferred← citeshttps://doi.org/10.2139/ssrn.5585651openalex-snapshot
Algorithms Leave but Insiders Arrive: Evidence from the Tick Size Pilot
inferred← citeshttps://doi.org/10.2139/ssrn.5639028openalex-snapshot
When Tick Size Matters: Competitive Dynamics Between the Tokyo Stock Exchange and Alternative Trading Venues
inferred← citeshttps://doi.org/10.2139/ssrn.6814010openalex-snapshot
Do Finer Pricing Grids Reduce Market Volatility? Evidence from a Tick Size Reform in an Emerging Market
inferred← citeshttps://doi.org/10.2139/ssrn.7163619openalex-snapshot
Tick Size, Exchange Fees, and Market Quality: Evidence from a Bundled Regulatory Transition
inferred← citeshttps://doi.org/10.2139/ssrn.7434931openalex-snapshot
Dual Size: Market Fragmentation and Market Quality
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