601 E John St
Champaign, IL 61820
University of Illinois at Urbana-Champaign
in Total Papers Downloads
Exchange-Traded Funds (ETFs), index investing, execution costs, self-indexing, sunshine trading
Algorithmic trading, High-frequency trading, Liquidity, Tick Size
Nominal price, liquidity, tick and lot sizes, stock split
Regulation NMS, Order Types, Routing, Make/Take Fees, High-Frequency Trading
This is a National Bureau of Economic Research Paper. NBER charges a fee of
$5.00 for this paper.
File name: nber.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
This page was processed by aws-apollo4 in 0.334 seconds