Impact of a tick size reduction on liquidity: evidence from the Sydney Futures Exchange
Author:
Publisher
Wiley
Subject
Economics, Econometrics and Finance (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-629X.2008.00279.x/fullpdf
Reference21 articles.
1. Tick size change and liquidity provision on the Tokyo Stock Exchange;Ahn;Journal of Japanese and International Economies,2007
2. The impact of decimalization on market quality: an empirical investigation of the Toronto Stock Exchange;Bacidore;Journal of Financial Intermediation,1997
3. Trade execution costs and market quality after decimalization;Bessembinder;Journal of Financial and Quantitative Analysis,2003
4. Future-trading activity and stock price volatility;Bessembinder;Journal of Finance,1992
5. Did decimalization hurt institutional investors?;Chakravarty;Journal of Financial Markets,2005
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