Concepedia

Tick Size Rules

Tick Size Rules is a regulatory mechanism in financial markets that specifies the minimum price increment at which trades can be executed, thereby distinguishing it from other market microstructure policies by governing price granularity and liquidity provision.

33

Publications

2.2K

Citations

57

Authors

60

Institutions

Publications per year

2017–2026

8

Parents

Publications

33

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

The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse

Harald Hau · Journal of the European Economic Association · 2006 · 153 citations

, , +15

Tick size, liquidity for small and large orders, and price informativeness: Evidence from the Tick Size Pilot Program

Kee H. Chung, Albert J. Lee, Dominik Rösch · Journal of Financial Economics · 2019 · 137 citations

, , +17

The Externality of High Frequency Trading

Mao Ye, Chen Yao, Jiading Gai · SSRN Electronic Journal · 2012 · 98 citations · Full text

, , +17

1–5 of 33

Authors

57

  1. KH
    Kee H. Chung

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

    4 publications · 234 citations

    4

    h-index

  2. VY
    Vijay Yerramilli

    University of Houston, United States

    2 publications · 88 citations

    2

    h-index

  3. SM
    Sandra Mortal

    University of Alabama, United States

    2 publications · 41 citations

    2

    h-index

  4. JJ
    James J. Angel

    Georgetown University, United States

    2 publications · 474 citations

    2

    h-index

  5. CC
    Chairat Chuwonganant

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

    2 publications · 29 citations

    2

    h-index

1–5 of 57

Institutions

60

  1. University at Buffalo, State University of New York

    Buffalo, United States

    4 h-index

    6 publications

    540 citations

  2. University of Illinois Urbana-Champaign

    Urbana, United States

    3 h-index

    4 publications

    253 citations

  3. University of Minnesota

    Minneapolis, United States

    2 h-index

    3 publications

    152 citations

  4. University of Virginia

    Charlottesville, United States

    2 h-index

    2 publications

    41 citations

  5. Macquarie University

    Sydney, Australia

    2 h-index

    3 publications

    34 citations

  6. Georgetown University

    Washington, United States

    2 h-index

    2 publications

    474 citations

  7. University of Memphis

    Memphis, United States

    2 h-index

    2 publications

    90 citations

  8. RoZetta Institute

    Sydney, Australia

    2 h-index

    4 publications

    48 citations

1–8 of 60

Venues

  1. SSRN Electronic Journal

    Repository · 8 publications · 271 citations

    8

    h-index

  2. Journal of Financial Economics

    4 publications · 711 citations

    4

    h-index

  3. The Journal of Finance

    3 publications · 518 citations

    3

    h-index

  4. Journal of Corporate Finance

    2 publications · 42 citations

    2

    h-index

  5. Journal of Banking & Finance

    2 publications · 54 citations

    2

    h-index

1–5