Tick Size Reduction and its Potential Impact on Microstructure of EURO STOXX Index Futures

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May 10, 2021 - In light of the upcoming tick size reduction of STOXX 50 futures (FESX) on June 21st, 2021, we examined the changes in the microstructure of STOXX Banks futures (FESB) to analyze the potential impact of this upcoming event.

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Chin Huang