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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Gianni Miccoli, JP Morgan, New York; Jeff Cooper, SunGard, Jersey City; Jeff Conner, Goldman Sachs, New York; Jared Baker, Charles River, Boston.