Salil Pachare and Ilia Rainer
Traders Magazine Online News

Does the Tick Size Affect Stock Prices?

The Securities and Exchange Commission has recently released a whitepaper examining the change in tick sizes on trading based on data it collected during the Tick Size Pilot.

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Brendan Roughan, Legg Mason, Baltimore; Charlie Benedetti, CIBC World Markets, New York; Rob Demuth, Legg Mason, Baltimore.