Sub Penny Trading in US Equity Markets

Delassus, Romain; Tyc, Stéphane

doi:10.2139/ssrn.1651201

Abstract

References (7)

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Sub Penny Trading in US Equity Markets

Romain Delassus

Ecole Polytechnique, Paris; BNP Paribas

Stéphane Tyc

BNP Paribas

July 30, 2010

Abstract:
Sub penny trading in the US equity markets is analyzed and recommendations regarding equity markets rule making are suggested.

Number of Pages in PDF File: 20

Keywords: Microstructure, Market Making, High Frequency Trading

JEL Classification: D40, G14, G18

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Date posted: July 30, 2010

Suggested Citation

Delassus, Romain and Tyc, Stéphane, Sub Penny Trading in US Equity Markets (July 30, 2010). Available at SSRN: http://ssrn.com/abstract=1651201 or http://dx.doi.org/10.2139/ssrn.1651201

Contact Information

Romain Delassus Ecole Polytechnique, Paris ( email ) 1 rue Descartes Paris, 75005 France
BNP Paribas ( email ) 20 bd des italiens Paris, 75009 France
Stéphane Tyc (Contact Author) BNP Paribas ( email ) Paris France

Abstract

References (7)

Sub Penny Trading in US Equity Markets

Romain Delassus

Stéphane Tyc

Date posted: July 30, 2010

Suggested Citation

Contact Information

Romain Delassus

Stéphane Tyc (Contact Author)