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R. D. Vilder

1 paper hereh-index 5412 citations19 works total

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  • last author1

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  • q-fin.TR1

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1 paper

q-fin.TR2020

Effects of MiFID II on stock price formation

Mike Derksen, Bas Kleijn, Robin de Vilder

This paper examines effects of MiFID II on European stock markets. We study the effects of the new tick size regime, both intraday and in the closing auction. An increase (decrease…

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