Subpenny trading in US equity markets

New Economic Windows

Volumn 9, Issue , 2011, Pages 31-47

  Delassus, Romain ^a   Tyč, Stéphane ^a  

^a BNP PARIBAS   (France)

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Indexed keywords

EID: 84874562913     PISSN: 2039411X     EISSN: 20394128     Source Type: Book Series    
DOI: 10.1007/978-88-470-1766-5_3     Document Type: Article

References (7)

1. Bidisha Chakrabarty and Kee H. Chung. Can sub-penny pricing reduce trading costs? (2004) http://www.sec.gov/rules/proposed/s71004/bchakrabarty2.pdf
2. The Vanguard Group Inc. response to sec's concept release (2010) http://www.sec.gov/comments/s7-02-10/s70210-122.pdf
3. Fabrizio Pomponio and Frédéric Abergel. Trade-throughs: empirical facts and application to lead-lag measures, this volume
4. Securities and exchange commission. Comments on concept release on equity market structure (2010) http://www.sec.gov/comments/s7-02-10/s70210.shtml
5. Securities and exchange commission. Concept release on equity market structure (2010) http://www.sec.gov/rules/concept/2010/34-61358.pdf
6. Securities and exchange commission. Division of market regulation: Responses to frequently asked questions concerning rule 612 (minimum pricing increment) of regulation nms http://www.sec.gov/divisions/marketreg/subpenny612faq.htm
7. Bright Trading. Undisplayed trading centers compromising the nbbo through sub-penny trading (2010) http://www.sec.gov/comments/s7-02-10/s70210-63.pdf