Lijuan Lyu

University at Buffalo (SUNY) - School of Management

255 Jacobs Management Center

Buffalo, NY 14260

United States

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

1.

Tick Size, Short Sales, and Informed Trading

Number of pages: 49 Posted: 12 Feb 2024 Last Revised: 23 Jul 2024
Kee H. Chung and Lijuan Lyu
State University of New York at Buffalo - School of Management and University at Buffalo (SUNY) - School of Management
Downloads 100 (531,970)

Abstract:

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JEL classification: G12, G14, G18 Tick size, Short sales, Alternative Uptick Rule, Front-running, Information acquisition, Informed trading