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Market liquidity
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The Impact of Tick Size Reduction on NYSE: A Difference-In-Difference Analysis
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Year
2013
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School
Emory College
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Department
Economics and Mathematics
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Degree
BA
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Submission Type
Honors Thesis
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Research Field
Economics, Finance
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Committee
Batterson, Steven L, Emory University
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Busse, Jeffrey, Emory University
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Fohlin, Caroline , Emory University
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Keyword
Amihud’s measure
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Difference-In-Difference
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Market liquidity
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NYSE
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Spreads
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