Lower tick sizes and futures pricing efficiency: evidence from the emerging Malaysian market
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s11156-018-0777-7.pdf
Reference52 articles.
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4. Beaulieu M, Ebrahim SK, Morgan IG (2003) Does tick size influence price discovery? Evidence from Toronto stock exchange. J Futures Mark 23(1):49–66
5. Becketti S (2013) Introduction to time series using Stata. Stata Press, Texas
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