The lower the better? Revisiting minimum tick size

IF 1.2 4区 经济学 Q3 ECONOMICS Applied Economics Letters Pub Date : 2024-04-01 DOI:10.1080/13504851.2024.2333996
Roland Mestel, Erik Theissen, Corinna Uhlenkamp
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Abstract

We analyse the impact on liquidity of a reduction of the minimum tick size to sub-cent levels at the Vienna Stock Exchange. We find no effect, even after controlling for the extent to which stocks ...
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来源期刊
CiteScore
2.90
自引率
6.20%
发文量
460
期刊介绍: Applied Economics Letters is a companion journal to Applied Economics and Applied Financial Economics. It publishes short accounts of new original research and encourages discussion of papers previously published in its two companion journals. Letters are reviewed by the Editor, a member of the Editorial Board or another suitable authority. They are generally applied in nature, but may include discussion of method and theoretical formulation. In a change to the format of the Applied Financial Series of journals, from 2009 Applied Financial Economics Letters will be incorporated into its sister journal Applied Economics Letters.
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