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Dual Size: Market Fragmentation and Market Quality

https://doi.org/10.2139/ssrn.7434931
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1006/jfin.1996.0002openalex-snapshot
Tick Size, Spread, and Volume
inferredcites →https://doi.org/10.1006/jfin.1999.0266openalex-snapshot
Minimum Price Variations, Time Priority, and Quote Dynamics
inferredcites →https://doi.org/10.1016/0304-405x(81)90020-9openalex-snapshot
Optimal dealer pricing under transactions and return uncertainty
inferredcites →https://doi.org/10.1016/0304-405x(85)90044-3openalex-snapshot
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
inferredcites →https://doi.org/10.1016/j.jbankfin.2019.01.017openalex-snapshot
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.jempfin.2016.10.002openalex-snapshot
The impact of fragmentation, exchange fees and liquidity provision on market 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.2004.06.004openalex-snapshot
Evidence on the speed of convergence to market efficiency
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.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.2020.07.002openalex-snapshot
The price effects of liquidity shocks: A study of the SEC’s tick size experiment
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/10.1017/s0022109022001077openalex-snapshot
When Bigger is Better: The Impact of a Tiny Tick Size on Undercutting Behavior
inferredcites →https://doi.org/10.1023/a:1008369114062openalex-snapshot
The Impact of the Reduction in Tick Increments in Major U.S. Markets on Spreads, Depth, and Volatility
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/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/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/fire.12187openalex-snapshot
Increasing the Tick: Examining the Impact of the Tick Size Change on Maker‐Taker and Taker‐Maker Market Models
inferredcites →https://doi.org/10.1111/j.1475-6803.2004.00078.xopenalex-snapshot
Decimals And Liquidity: A Study Of The Nyse
inferredcites →https://doi.org/10.1111/j.1540-6261.1980.tb02153.xopenalex-snapshot
On Dealer Markets Under Competition
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/10.1287/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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