The Price Effects of Liquidity Shocks: A Study of SEC's Tick-Size Experiment

2017 ◽  
Author(s):  
Rui A. Albuquerque ◽  
Shiyun Song ◽  
Chen Yao
Keyword(s):  
Tick Size ◽  
Liquidity Shocks ◽  
Price Effects

scholarly journals The price effects of liquidity shocks: A study of the SEC’s tick size experiment

2020 ◽  
Vol 138 (3) ◽  
pp. 700-724 ◽  
Author(s):  
Rui Albuquerque ◽  
Shiyun Song ◽  
Chen Yao
Keyword(s):  
Tick Size ◽  
Liquidity Shocks ◽  
Price Effects

Price Effects of Dual-Class Shares

1986 ◽  
Vol 42 (1) ◽  
pp. 58-67 ◽  
Author(s):  
Vijay M. Jog ◽  
Allan L. Riding
Keyword(s):  
Price Effects ◽  
Dual Class Shares ◽  
Dual Class

Tick Size and Adverse Selection: Spurious Effects Arising from Serial Correlation

2008 ◽  
Author(s):  
Lynn Doran ◽  
Michael A. Goldstein ◽  
Evgenia V. Golubeva ◽  
Eric N. Hughson
Keyword(s):  
Adverse Selection ◽  
Serial Correlation ◽  
Tick Size

The Price Effects of a Large Merger of Manufacturers

2011 ◽  
Author(s):  
Matthew Weinberg ◽  
Orley C. Ashenfelter ◽  
Daniel S. Hosken
Keyword(s):  
Price Effects
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