Author:
Cai Jun,Hamao Yasushi,Ho Richard Y.K.
Subject
Political Science and International Relations,Economics and Econometrics,Finance
Reference36 articles.
1. The components of the bid-ask spread in a limit-order market: evidence from the Tokyo Stock Exchange;Ahn;Journal of Empirical Finance,2002
2. Tick size, spread and volume;Ahn;Journal of Financial Intermediation,1996
3. Decimalization and competition among stock markets: evidence from the Toronto Stock Exchange cross-listed securities;Ahn;Journal of Financial Markets,1998
4. Ahn, H.J., Cai, J., Chan, K., Hamao, Y., 2006. Tick size change and liquidity provision on the Tokyo Stock Exchange, forthcoming, Journal of the Japanese and International Economies, forthcoming.
5. Trading mechanism and stock returns: an empirical investigation;Amihud;Journal of Finance,1987
Cited by
9 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献