SMEAL WIKI

Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market

Michael J. Fleming, Giang Nguyen, Francisco Ruela
Year2023
VenueManagement Science
Typearticle
Citations10
DOI10.1287/mnsc.2022.4663
OpenAlexW4315786235

Topics

Financial Markets and Investment StrategiesMarket liquidityTick sizeTreasuryCashPrice discovery