Extracto
Contents
List of Tables
List of Figures
List of Abbreviations
List of Symbols
1 Introduction
2 Background Information
2.1 Tick Sizes
2.2 Trading Process
2.3 Price-Time Priority
2.4 Measures of Liquidity
3 Literature Review
3.1 Impact of Tick Sizes
3.1.1 Changes in Tick Size Rules
3.1.2 PriceMovements
3.1.3 Fundamental Impact
4 Changes Brought About ByMiFID II
4.1 Tick Size Regime as defined in Article
4.2 Changes on the German EquityMarket
4.3 Implication for the European Equity Market
5 Empirical Design
5.1 Sample & Data
5.2 Methodology
5.3 Analyzed Parameters
6 Empirical Results
6.1 Impact on Liquidity
6.1.1 Bid-Ask Spread
6.1.2 Order Book Depth
6.1.3 Turnover
6.1.4 Price Volatility
6.2 Impact onMarket Shares
6.2.1 Market Share Distribution
6.2.2 Influence of the Regime
7 Discussion
8 Conclusion
Appendix
References
- Citar trabajo
- Daniel Fritzler (Autor), 2018, The MiFID II Tick Size Regime. Impact on European Equities Trading, Múnich, GRIN Verlag, https://www.grin.com/document/454190
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