Uptick Rule

The Uptick Rule is a regulatory mechanism in securities trading that permits short selling only at a price above the current best bid, thereby distinguishing it from unrestricted short selling practices by imposing a price-conditioned restriction to mitigate downward price pressure.

10

Publications

333

Citations

18

Authors

18

Institutions

Publications per year

2017–2026

2

Variants

Plus Tick Rule

Authors

18

  1. SY
    Shinobu Yoshimura

    The University of Tokyo, Japan

    2 publications · 21 citations

    2

    h-index

  2. TM
    Takanobu Mizuta

    Sparx Group (Japan), Japan

    2 publications · 21 citations

    2

    h-index

  3. KI
    Kiyoshi Izumi

    The University of Tokyo, Japan

    2 publications · 21 citations

    2

    h-index

  4. IY
    Isao Yagi

    Sparx Group (Japan), Japan

    2 publications · 21 citations

    2

    h-index

  5. YP
    Y. Peter Chung

    University of California, Riverside, United States

    2 publications · 175 citations

    2

    h-index

1–5 of 18

Venues

  1. The Journal of Finance

    2 publications · 175 citations

    2

    h-index

  2. eYLS (Yale Law School)

    Repository · 1 publications · 22 citations

    1

    h-index

  3. Electronics and Communications in Japan

    1 publications · 11 citations

    1

    h-index

  4. The Journal of Financial Research

    1 publications · 15 citations

    1

    h-index

  5. Pacific-Basin Finance Journal

    1 publications · 11 citations

    1

    h-index

1–5