Bonnie Van Ness

University of Mississippi

Oxford, MS 38677

United States

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Increasing the Tick: Examining the Impact of the Tick Size Change on Maker‐Taker and Taker‐Maker Market Models

Financial Review, Vol. 54, Issue 3, pp. 417-449, 2019
Number of pages: 33 Posted: 20 May 2020
Justin Cox, Bonnie Van Ness and Robert A. Van Ness
Appalachian State University, University of Mississippi and University of Mississippi - Department of Finance
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Abstract:

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tick size, maker‐taker, algorithmic trading, hidden liquidity