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The Lower the Better? Revisiting Minimum Tick Size

https://doi.org/10.2139/ssrn.4479542
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1006/jfin.1997.0213openalex-extracted
The Impact of Decimalization on Market Quality: An Empirical Investigation of the Toronto Stock Exchange
inferredcites →https://doi.org/10.1006/jfin.1999.0266openalex-extracted
Minimum Price Variations, Time Priority, and Quote Dynamics
inferredcites →https://doi.org/10.1016/j.jbankfin.2019.01.017openalex-extracted
Making cents of tick sizes: The effect of the 2016 U.S. SEC tick size pilot on limit order book liquidity
inferredcites →https://doi.org/10.1016/j.jfineco.2019.11.004openalex-extracted
Tick Size, Liquidity for Small and Large Orders, and Price Informativeness: Evidence from the Tick Size Pilot Program
inferredcites →https://doi.org/10.1016/s0304-405x(99)00061-6openalex-extracted
Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE
inferredcites →https://doi.org/10.1287/mnsc.2022.4502openalex-extracted
Tick Size, Trading Strategies and Market Quality
inferredcites →https://doi.org/10.1093/rof/rfac032openalex-snapshot
Tick Size Wars: The Market Quality Effects of Pricing Grid Competition
inferredcites →https://doi.org/10.1111/j.1467-629x.2004.00128.xopenalex-snapshot
Do reductions in tick sizes influence liquidity?
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