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Tick Size, Exchange Fees, and Market Quality: Evidence from a Bundled Regulatory Transition

https://doi.org/10.2139/ssrn.7163619
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/j.finmar.2019.06.003openalex-snapshot
How rigged are stock markets? Evidence from microsecond timestamps
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/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)00022-7openalex-snapshot
Limit orders and the bid–ask spread
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/10.1093/rfs/7.1.149openalex-snapshot
Minimum Price Variations, Discrete Bid–Ask Spreads, and Quotation Sizes
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/10.1093/rof/rfac032openalex-snapshot
Tick Size Wars: The Market Quality Effects of Pricing Grid Competition
inferredcites →https://doi.org/10.1111/j.1475-6803.2005.00120.xopenalex-snapshot
LIQUIDITY AND QUOTE CLUSTERING IN A MARKET WITH MULTIPLE TICK SIZES
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb02683.xopenalex-snapshot
Inferring Trade Direction from Intraday Data
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb04408.xopenalex-snapshot
An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks
inferredcites →https://doi.org/10.1111/j.1540-6261.2012.01801.xopenalex-snapshot
Liquidity Cycles and Make/Take Fees in Electronic Markets
inferredcites →https://doi.org/10.1111/jofi.12127openalex-snapshot
Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions
inferredcites →https://doi.org/10.1111/jofi.12230openalex-snapshot
Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality
inferredcites →https://doi.org/10.1111/jofi.12422openalex-snapshot
Can Brokers Have It All? On the Relation between Make‐Take Fees and Limit Order Execution Quality
inferredcites →https://doi.org/10.1111/jofi.13248openalex-snapshot
Liquidity, Volume, and Order Imbalance Volatility
inferredcites →https://doi.org/10.1142/s2010139211000067openalex-snapshot
Equity Trading in the 21st Century
inferredcites →https://doi.org/10.1257/jel.48.2.281openalex-snapshot
Regression Discontinuity Designs in Economics
inferredcites →https://doi.org/10.1287/mnsc.2022.4502openalex-snapshot
Tick Size, Trading Strategies and Market Quality
inferredcites →https://doi.org/10.2307/4126742openalex-snapshot
Trade Execution Costs and Market Quality after Decimalization
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