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One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations

Lookup NU author(s): Dr Thanos Verousis

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Publication metadata

Author(s): Verousis T, Perotti P, Sermpinis G

Publication type: Article

Publication status: Published

Journal: Review of Quantitative Finance and Accounting

Year: 2018

Volume: 50

Issue: 2

Pages: 353-392

Print publication date: 01/02/2018

Online publication date: 28/03/2017

Acceptance date: 16/03/2017

Date deposited: 17/03/2017

ISSN (print): 0924-865X

ISSN (electronic): 1573-7179

Publisher: Springer

URL: https://doi.org/10.1007/s11156-017-0632-2

DOI: 10.1007/s11156-017-0632-2

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