Francisco Ruela

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Tick Size Change and Market Quality in the U.S. Treasury Market

FRB of New York Staff Report No. 886 (2019)
Number of pages: 46 Posted: 23 Apr 2019
Michael J. Fleming, Giang Nguyen and Francisco Ruela
Federal Reserve Bank of New York, Pennsylvania State University - Smeal College of Business and Federal Reserve Banks - Federal Reserve Bank of New York
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Abstract:

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tick size reduction, bid-ask spread, market liquidity, price efficiency, Treasury securities