Sub Penny Trading in US Equity Markets
Ecole Polytechnique, Paris; BNP Paribas
July 30, 2010
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, G18working papers series
Date posted: July 30, 2010
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