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Tick Size: Theory and Evidence
Barbara Rindi with Sabrina Buti, Francesco Consonni, Yuanji Wen and Ingrid Werner.


  • WFA Conference,  Monterey CA, June 2014.


  • Tick Size: Theory and Evidence (654 Kb)
  • Last change 04/07/2014

    Sub-Penny and Queue-Jumping
    Barbara Rindi with Sabrina Buti, Francesco Consonni, Yuanji Wen and Ingrid Werner.


    • NBER Conference - Boston  - December 6, 2013
    • EFMA Conference - Rome - June 2014
    • World Finance Conference - Venice - July 2014
    • EFA Conference - Lugano - August 2014


  • Sub-Penny and Queue-Jumping - Online Appendix (563 Kb)
  • Sub-Penny and Queue-Jumping (640 Kb)
  • Last change 04/07/2014

    Tick Size Regulation and Sub-Penny Trading
    Barbara Rindi with Sabrina Buti, Francesco Consonni, Yuanji Wen and Ingrid Werner


     



  • Tick Size Regulation and Sub-Penny Trading (1.028 Kb)
  • Last change 20/03/2014

    Trade Size Constraint and Market Quality: Evidence from the Italian Exchange
    Barbara Rindi with Arie Gozluklu, Pietro Perotti, and Roberta Fredella


     

     



  • Trade Size Constraint and Market Quality: Evidence from the Italian Exchange (1.000 Kb)
  • Online Appendix (395 Kb)
  • Last change 20/07/2014

    Dark Pool Trading Strategies, Market Quality and Welfare
    Barbara Rindi with Sabrina Buti and Ingrid M. Werner


     



  • Dark Pool Trading Strategies, Market Quality and Welfare (1.016 Kb)
  • Last change 10/09/2013

    Diving into Dark Pools
    Barbara Rindi, with Sabrina Buti and Ingrid M. Werner


    Diving into Dark Pools

    Last change 21/02/2011



    Last updated February 13, 2009