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Tick Sizes, Short-Selling, and the Alternative Uptick Rule: Evidence from the Tick Size Pilot Program

https://doi.org/10.2139/ssrn.4708947
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Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule
inferredcites →https://doi.org/10.1006/jfin.2000.0309openalex-extracted
Implications of a Reduction in Tick Size on Short-Sell Order Execution
inferredcites →https://doi.org/10.1007/s11142-006-6396-xopenalex-extracted
Do Short Sellers Target Firms with Poor Earnings Quality? Evidence from Earnings Restatements
inferredcites →https://doi.org/10.1016/0304-405x(87)90042-0openalex-extracted
Constraints on short-selling and asset price adjustment to private information
inferredcites →https://doi.org/10.1016/j.econmod.2023.106376openalex-extracted
Information and optimal trading strategies with dark pools
inferredcites →https://doi.org/10.1016/j.finmar.2020.100549openalex-extracted
The dynamics of short sales constraints and market quality: An experimental approach
inferredcites →https://doi.org/10.1016/j.irfa.2011.04.001openalex-extracted
Short-sales constraints and market quality: Evidence from the 2008 short-sales bans
inferredcites →https://doi.org/10.1016/j.jacceco.2022.101515openalex-extracted
The Effect of Tick Size on Managerial Learning from Stock Prices
inferredcites →https://doi.org/10.1016/j.jbankfin.2017.08.015openalex-extracted
Human vs. high-frequency traders, penny jumping, and tick size
inferredcites →https://doi.org/10.1016/j.jcorpfin.2025.102742openalex-extracted
Dark Trading Volume and Market Quality: A Natural Experiment
inferredcites →https://doi.org/10.1016/j.jfineco.2005.01.001openalex-extracted
Short interest, institutional ownership, and stock returns
inferredcites →https://doi.org/10.1016/j.jfineco.2007.03.005openalex-extracted
Liquidity and Market Efficiency
inferredcites →https://doi.org/10.1016/j.jfineco.2010.03.010openalex-extracted
Short selling in initial public offerings☆
inferredcites →https://doi.org/10.1016/j.jfineco.2012.03.001openalex-extracted
How are shorts informed?
inferredcites →https://doi.org/10.1016/j.jfineco.2015.06.013openalex-extracted
Dark trading and price discovery
inferredcites →https://doi.org/10.1016/j.jfineco.2015.08.004openalex-extracted
Competition of the informed: Does the presence of short sellers affect insider selling?
inferredcites →https://doi.org/10.1016/j.jfineco.2016.03.004openalex-extracted
Short interest and aggregate stock returns
inferredcites →https://doi.org/10.1016/j.jfineco.2016.05.002openalex-extracted
Shorting at Close Range: A Tale of Two Types
inferredcites →https://doi.org/10.1016/j.jfineco.2017.05.008openalex-extracted
Informed trading and price discovery before corporate events
inferredcites →https://doi.org/10.1016/j.jfineco.2019.03.005openalex-extracted
Inverted fee structures, tick size, and market quality
inferredcites →https://doi.org/10.1016/j.jfineco.2019.05.016openalex-extracted
Potential Pilot Problems: Treatment Spillovers in Financial Regulatory Experiments
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(01)00056-3openalex-extracted
Short-sellers, fundamental analysis, and stock returns
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/10.1017/s0022109017000849openalex-extracted
An Empirical Analysis of Market Segmentation on U.S. Equity Markets
inferredcites →https://doi.org/10.1017/s0022109022001077openalex-extracted
When Bigger is Better: The Impact of a Tiny Tick Size on Undercutting Behavior
inferredcites →https://doi.org/10.1093/rapstu/raad007openalex-extracted
Short Interest and Aggregate Stock Returns: International Evidence
inferredcites →https://doi.org/10.1093/rfs/10.3.805openalex-extracted
One Day in the Life of a Very Common Stock
inferredcites →https://doi.org/10.1093/rfs/hhl024openalex-extracted
Price Informativeness and Investment Sensitivity to Stock Price
inferredcites →https://doi.org/10.1093/rfs/hhn047openalex-extracted
Short-Sale Strategies and Return Predictability
inferredcites →https://doi.org/10.1093/rfs/hhr012openalex-extracted
Short Arbitrage, Return Asymmetry, and the Accrual Anomaly
inferredcites →https://doi.org/10.1093/rfs/hhs097openalex-extracted
Short Selling and the Price Discovery Process
inferredcites →https://doi.org/10.1093/rfs/hhu032openalex-extracted
High-Frequency Trading and Price Discovery
inferredcites →https://doi.org/10.1093/rfs/hhx137openalex-extracted
Does Algorithmic Trading Reduce Information Acquisition?
inferredcites →https://doi.org/10.1093/rof/rfaa008openalex-extracted
What Do Short Sellers Know?
inferredcites →https://doi.org/10.1093/rof/rfac052openalex-extracted
Information in Financial Markets and Its Real Effects
inferredcites →https://doi.org/10.1093/rof/rfu027openalex-extracted
The Impact of Dark Trading and Visible Fragmentation on Market Quality
inferredcites →https://doi.org/10.1111/1475-679x.12331openalex-extracted
Tick Size and Financial Reporting Quality in Small-Cap Firms: Evidence from a Natural Experiment
inferredcites →https://doi.org/10.1111/1911-3846.12660openalex-extracted
Deploying Narrative Economics to Understand Financial Market Dynamics: An Analysis of Activist Short Sellers' Rhetoric*
inferredcites →https://doi.org/10.1111/fima.12144openalex-extracted
Short Interest, Returns, and Unfavorable Fundamental Information
inferredcites →https://doi.org/10.1111/fima.12419openalex-extracted
Tick size and price efficiency: Further evidence from the Tick Size Pilot Program
inferredcites →https://doi.org/10.1111/j.1467-629x.2011.00437.xopenalex-extracted
The determinants of short selling: evidence from the Hong Kong equity market
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb04074.xopenalex-extracted
Liquidity, Information, and Infrequently Traded Stocks
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00681.xopenalex-extracted
Short‐Selling Prior to Earnings Announcements
inferredcites →https://doi.org/10.1111/j.1540-6261.2007.01230.xopenalex-extracted
Efficiency and the Bear: Short Sales and Markets Around the World
inferredcites →https://doi.org/10.1111/j.1540-6261.2007.01269.xopenalex-extracted
Supply and Demand Shifts in the Shorting Market
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01324.xopenalex-extracted
Which Shorts Are Informed?
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01428.xopenalex-extracted
It's SHO Time! Short‐Sale Price Tests and Market Quality
inferredcites →https://doi.org/10.1111/j.1540-6261.2010.01597.xopenalex-extracted
Short Sellers and Financial Misconduct
inferredcites →https://doi.org/10.1111/j.1540-6261.2010.01624.xopenalex-extracted
Does Algorithmic Trading Improve Liquidity?
inferredcites →https://doi.org/10.1111/jfir.12121openalex-extracted
ARE SHORT SELLERS INFORMED? EVIDENCE FROM CREDIT RATING AGENCY ANNOUNCEMENTS
inferredcites →https://doi.org/10.1146/annurev-financial-110311-101826openalex-extracted
The Real Effects of Financial Markets
inferredcites →https://doi.org/10.1287/mnsc.2022.4502openalex-extracted
Tick Size, Trading Strategies and Market Quality
inferredcites →https://doi.org/10.1287/mnsc.2023.4930openalex-extracted
Tick Size and Earnings Guidance in Small-Cap Firms: Evidence from the SEC’s Tick Size Pilot Program
inferredcites →https://doi.org/10.2139/ssrn.1815025openalex-extracted
The Impact of Dark Trading and Visible Fragmentation on Market Quality
inferredcites →https://doi.org/10.2139/ssrn.2132568openalex-extracted
Are Algorithmic Trades Informed? - An Empirical Analysis of Algorithmic Trading Around Earnings Announcements
inferredcites →https://doi.org/10.2139/ssrn.2971743openalex-extracted
Information Asymmetry and Trading in Dark Pools: Evidence From Earnings Announcement and Analyst Recommendation Revisions
inferredcites →https://doi.org/10.2139/ssrn.2995956openalex-extracted
Information and Optimal Trading Strategies with Dark Pools
inferredcites →https://doi.org/10.2139/ssrn.3761523openalex-extracted
When Do Short Sellers Trade? Evidence from Intraday Data and Implications for Informed Trading Models
inferredcites →https://doi.org/10.2139/ssrn.910614openalex-extracted
It's Sho Time! Short-Sale Price-Tests and Market Quality
inferredcites →https://doi.org/10.2307/1913210openalex-extracted
Continuous Auctions and Insider Trading
inferredcites →https://doi.org/10.2308/tar-2018-0689openalex-extracted
Tick Size Tolls: Can a Trading Slowdown Improve Earnings News Discovery?
inferredcites →https://doi.org/10.2469/faj.v69.n2.6openalex-extracted
What to Do about High-Frequency Trading
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