Concepedia

Tick Size Effects

Tick Size Effects is the phenomenon in financial markets wherein the minimum price increment at which a security can trade influences market liquidity, price discovery, and trading behavior by constraining the granularity of price changes and affecting the incentives of market participants.

156

Publications

8.1K

Citations

265

Authors

212

Institutions

Publications per year

2017–2026

40

Variants

Tick Size Effect

Parents

Publications

156

Liquidity Provision with Limit Orders and a Strategic Specialist

Duane J. Seppi · Review of Financial Studies · 1997 · 543 citations

, , +17

Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE

Michael A. Goldstein, Kenneth A. Kavajecz · Journal of Financial Economics · 2000 · 415 citations

, , +13

Tick Size, Share Prices, and Stock Splits

James J. Angel · The Journal of Finance · 1997 · 377 citations

, , +16

Stock Splits, Tick Size, and Sponsorship

Paul Schultz · The Journal of Finance · 2000 · 268 citations

, , +14

Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison

Hendrik Bessembinder · Journal of Financial and Quantitative Analysis · 1999 · 268 citations

, , +11

1–5 of 156

Authors

265

  1. KH
    Kee H. Chung

    University at Buffalo, State University of New York, United States

    9 publications · 333 citations

    9

    h-index

  2. HB
    Hendrik Bessembinder

    Arizona State University, United States

    6 publications · 500 citations

    6

    h-index

  3. IM
    Ingrid M. Werner

    The Ohio State University, United States

    5 publications · 90 citations

    5

    h-index

  4. BR
    Barbara Rindi

    Bocconi University, Italy

    5 publications · 90 citations

    5

    h-index

  5. GS
    Gideon Saar

    Cornell University, United States

    4 publications · 414 citations

    4

    h-index

1–5 of 265

Institutions

212

  1. University at Buffalo, State University of New York

    Buffalo, United States

    9 h-index

    13 publications

    686 citations

  2. University of Illinois Urbana-Champaign

    Urbana, United States

    9 h-index

    12 publications

    897 citations

  3. Fisher College

    Boston, United States

    6 h-index

    6 publications

    116 citations

  4. Bocconi University

    Milan, Italy

    5 h-index

    6 publications

    106 citations

  5. Cornell University

    Ithaca, United States

    5 h-index

    9 publications

    488 citations

  6. The Ohio State University

    Columbus, United States

    5 h-index

    5 publications

    90 citations

  7. Macquarie University

    Sydney, Australia

    5 h-index

    6 publications

    146 citations

  8. Carnegie Mellon University

    Pittsburgh, United States

    5 h-index

    5 publications

    734 citations

1–8 of 212

Venues

  1. SSRN Electronic Journal

    Repository · 45 publications · 1.4K citations

    20

    h-index

  2. Journal of Futures Markets

    9 publications · 338 citations

    9

    h-index

  3. Journal of Financial Economics

    7 publications · 997 citations

    7

    h-index

  4. Journal of Banking & Finance

    6 publications · 204 citations

    6

    h-index

  5. Journal of Financial and Quantitative Analysis

    JFQA · 5 publications · 730 citations

    5

    h-index

1–5