Rethinking Decimalization: The Impact of Increased Tick Sizes on Trading Activity and Volatility
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- Karl B. Diether & Kuan‐Hui Lee & Ingrid M. Werner, 2009. "It's SHO Time! Short‐Sale Price Tests and Market Quality," Journal of Finance, American Finance Association, vol. 64(1), pages 37-73, February.
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- Chung, Kee H. & Lee, Albert J. & Rösch, Dominik, 2020. "Tick size, liquidity for small and large orders, and price informativeness: Evidence from the Tick Size Pilot Program," Journal of Financial Economics, Elsevier, vol. 136(3), pages 879-899.
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