Market Transparency and Institutional Trader Behavior after a Tick Change

被引:0
|
作者
Garvey, Ryan [1 ]
Wu, Fei [2 ]
机构
[1] Duquesne Univ, Finance, Pittsburgh, PA 15219 USA
[2] Massey Univ, Finance, Palmerston North, New Zealand
来源
JOURNAL OF TRADING | 2007年 / 2卷 / 01期
关键词
D O I
10.3905/jot.2007.669800
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:35 / 48
页数:14
相关论文
共 50 条
  • [1] Market integration and institutional change
    Keller, Wolfgang
    Shiue, Carol H.
    [J]. REVIEW OF WORLD ECONOMICS, 2020, 156 (02) : 251 - 285
  • [2] Market integration and institutional change
    Wolfgang Keller
    Carol H. Shiue
    [J]. Review of World Economics, 2020, 156 : 251 - 285
  • [3] The influence of institutional investors on the transparency of the Chilean capital market
    Silva, Berta
    Azua, Digna
    Diaz, Paola
    Pizarro, Veronica
    [J]. ACADEMIA-REVISTA LATINOAMERICANA DE ADMINISTRACION, 2008, (40): : 54 - 67
  • [4] Tick Size, Institutional Trading, and Market Making: A Study of the SEC Tick Size Pilot Program
    Gao, Xin
    Lin, Kaitao
    Liu, Rui
    [J]. QUARTERLY JOURNAL OF FINANCE, 2022, 12 (03)
  • [5] Complexity of information structure and behavior of artificial market with learning trader agents
    Kanehira, D
    Kawamura, H
    Kurumatani, K
    Ohuchi, A
    [J]. PROCEEDINGS OF THE 6TH JOINT CONFERENCE ON INFORMATION SCIENCES, 2002, : 1077 - 1080
  • [6] Day Trader Behavior and Performance: Evidence from Taiwan Futures Market
    Cheng, Teng Yuan
    Lin, Chao Hsien
    Li, Hungchih
    Lai, Syouching
    Watkins, Kerry A.
    [J]. EMERGING MARKETS FINANCE AND TRADE, 2016, 52 (11) : 2495 - 2511
  • [7] Market maker quotation behavior and pretrade transparency
    Simaan, Y
    Weaver, DG
    Whitcomb, DK
    [J]. JOURNAL OF FINANCE, 2003, 58 (03): : 1247 - 1267
  • [8] Market transparency, liquidity externalities, and institutional trading costs in corporate bonds
    Bessembinder, Hendrik
    Maxwell, William
    Venkataraman, Kumar
    [J]. JOURNAL OF FINANCIAL ECONOMICS, 2006, 82 (02) : 251 - 288
  • [9] The effect of price tests on trader behavior and market quality: An analysis of Reg SHO
    Alexander, Gordon J.
    Peterson, Mark A.
    [J]. JOURNAL OF FINANCIAL MARKETS, 2008, 11 (01) : 84 - 111
  • [10] MARKET REFORMS IN RUSSIA - PROBLEMS OF INSTITUTIONAL CHANGE
    HANSON, P
    [J]. EUROPA ARCHIV, 1993, 48 (15): : 435 - 442