Yiping Lin

Capital Markets CRC Limited (CMCRC)

Level 2, 55 Harrington Street, The Rocks

Sydney, 2000

Australia

SCHOLARLY PAPERS

4

DOWNLOADS

380

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

Reg NMS and Minimum-Tick Distort the Market in Opposing Directions: Theory and Market Experimental Evidence

Number of pages: 58 Posted: 14 Sep 2017 Last Revised: 02 Dec 2018
Yiping Lin, Peter L. Swan and Vito Mollica
Capital Markets CRC Limited (CMCRC), University of New South Wales (UNSW Sydney and Macquarie Graduate School of Management
Downloads 153 (192,796)
Citation 4

Abstract:

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Information Content, Toxicity, Tick Size, Exchange Access Fee, Reg NMS Rules.

Reg NMS and Minimum-Tick Distort the Market in Opposing Directions: Theory and Market Experimental Evidence

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 47 Posted: 09 Nov 2018 Last Revised: 16 Jun 2019
Yiping Lin, Peter L. Swan and Vito Mollica
Capital Markets CRC Limited (CMCRC), University of New South Wales (UNSW Sydney and Macquarie Graduate School of Management
Downloads 30 (480,226)
Citation 2

Abstract:

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Information Content, Information Asymmetry, Tick Size, Exchange Access Fee, Reg NMS Rules.

Why Maker-Taker Fees Improve Exchange Quality: Theory and Natural Experimental Evidence

Number of pages: 63 Posted: 13 Sep 2017 Last Revised: 21 Mar 2019
Capital Markets CRC Limited (CMCRC), University of New South Wales (UNSW Sydney and Wake Forest University
Downloads 124 (228,487)

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Maker-Taker Fee, Exchange Competition, Market Quality, High Frequency Trading

Why Maker-Taker Fees Improve Exchange Quality: Theory and Natural Experimental Evidence

Number of pages: 71 Posted: 06 Nov 2018
Capital Markets CRC Limited (CMCRC), University of New South Wales (UNSW Sydney and Wake Forest University
Downloads 28 (491,114)
Citation 2

Abstract:

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Maker-Taker Fee, Exchange Competition, Market Quality, High Frequency Trading

3.

Limit Up Limit Down, Exchange Access Fee and High Frequency Trading Around Price Limits

30th Australasian Finance and Banking Conference 2017
Number of pages: 39 Posted: 17 Aug 2017 Last Revised: 24 Mar 2019
Yiping Lin and Peter L. Swan
Capital Markets CRC Limited (CMCRC) and University of New South Wales (UNSW Sydney
Downloads 34 (449,606)

Abstract:

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Limit Up Limit Down, Dynamic Price Limit, Magnet Effect, Exchange Access Fee, High Frequency Trading

4.

Can Random Auction Ending Curb Market Manipulation?

Number of pages: 45 Posted: 20 Jun 2019
Yiping Lin, David Michayluk and Mi Zou
Capital Markets CRC Limited (CMCRC), University of Technology Sydney (UTS) - School of Finance and Economics and Nankai University - School of Economics
Downloads 11 (576,753)

Abstract:

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Market Manipulation, Random Auction Ending, Price Efficiency

Other Papers (1)

Total Downloads: 5
1.

The Impact of Order Protection Rule on Market Liquidity and Price Discovery

31st Australasian Finance and Banking Conference 2018
Number of pages: 44 Posted: 30 Jul 2018 Last Revised: 09 Nov 2018
Yiping Lin, Shan Ji and Yimeng Yu
Capital Markets CRC Limited (CMCRC), Capital Markets CRC and Macquarie University
Downloads 5 (517,323)

Abstract:

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Reg NMS, Liquidity, Price Discovery