Market transparency and institutional trader behavior after a tick change

[BOOK][B] Market microstructure in practice

CA Lehalle, S Laruelle - 2018 - books.google.com
This book exposes and comments on the consequences of Reg NMS and MiFID on market
microstructure. It covers changes in market design, electronic trading, and investor and …
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Decimalization and Discreteness

B Cole, BV Ness - … in Emerging and Developed Markets: Price …, 2013 - Wiley Online Library
Financial assets are generally priced according to a discrete price set. Many markets set
minimum price variations or tick sizes for quoting and trading assets in that market. The …
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