On the public citation graph

When Tick Size Matters: Competitive Dynamics Between the Tokyo Stock Exchange and Alternative Trading Venues

https://doi.org/10.2139/ssrn.5639028
0 signed · 29 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0378-4266(77)90004-8openalex-snapshot
On the independence of transactions on the New York Stock exchange
inferredcites →https://doi.org/10.1016/j.finmar.2017.05.003openalex-snapshot
Effects of lit and dark market fragmentation on liquidity
inferredcites →https://doi.org/10.1016/j.iref.2023.07.109openalex-snapshot
Realized volatility, price informativeness, and tick size: A market microstructure approach
inferredcites →https://doi.org/10.1016/j.jbankfin.2017.08.015openalex-snapshot
Human vs. high-frequency traders, penny jumping, and tick size
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.2014.09.010openalex-snapshot
Trading rules, competition for order flow and market fragmentation
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/j.jfineco.2019.11.004openalex-snapshot
Tick Size, Liquidity for Small and Large Orders, and Price Informativeness: Evidence from the Tick Size Pilot Program
inferredcites →https://doi.org/10.1016/j.jfineco.2021.04.020openalex-snapshot
Who provides liquidity, and when?
inferredcites →https://doi.org/10.1016/j.jfineco.2024.103900openalex-snapshot
High-frequency trading in the stock market and the costs of options market making
inferredcites →https://doi.org/10.1016/s0927-538x(03)00019-2openalex-snapshot
The impact of tick size on intraday stock price behavior: evidence from the Taiwan Stock Exchange
inferredcites →https://doi.org/10.1017/s0022109022001077openalex-snapshot
When Bigger is Better: The Impact of a Tiny Tick Size on Undercutting Behavior
inferredcites →https://doi.org/10.1017/s0022109022001545openalex-snapshot
The Demise of the NYSE and Nasdaq: Market Quality in the Age of Market Fragmentation
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/qje/qjv027openalex-snapshot
The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response
inferredcites →https://doi.org/10.1093/rapstu/ray009openalex-snapshot
Relative Tick Size and the Trading Environment
inferredcites →https://doi.org/10.1093/rfs/hhi029openalex-snapshot
Limit Order Book as a Market for Liquidity
inferredcites →https://doi.org/10.1093/rfs/hhw103openalex-snapshot
Toxic Arbitrage
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/10.1093/rfs/hhy073openalex-snapshot
Why Discrete Price Fragments U.S. Stock Exchanges and Disperses Their Fee Structures
inferredcites →https://doi.org/10.1111/j.1540-6261.1987.tb04368.xopenalex-snapshot
The Temporal Price Relationship Between S&P 500 Futures and the S&P 500 Index
inferredcites →https://doi.org/10.1111/j.1540-6261.1995.tb04054.xopenalex-snapshot
One Security, Many Markets: Determining the Contributions to Price Discovery
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01312.xopenalex-snapshot
Competition for Order Flow and Smart Order Routing Systems
inferredcites →https://doi.org/10.1142/s2010139211000067openalex-snapshot
Equity Trading in the 21st Century
inferredcites →https://doi.org/10.1287/mnsc.2022.4502openalex-snapshot
Tick Size, Trading Strategies and Market Quality
inferredcites →https://doi.org/10.2139/ssrn.3276548openalex-snapshot
A Tale of One Exchange and Two Order Books: Effects of Fragmentation in the Absence of Competition
inferredcites →https://doi.org/10.2307/1926079openalex-snapshot
Dominant and Satellite Markets: A Study of Dually-Traded Securities
inferredcites →https://doi.org/10.3150/11-bej407openalex-snapshot
Estimation of the lead-lag parameter from non-synchronous data
inferredcites →https://doi.org/10.3150/bj/1116340299openalex-snapshot
On covariance estimation of non-synchronously observed diffusion processes
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.