LIQUIDITY AND QUOTE CLUSTERING IN A MARKET WITH MULTIPLE TICK SIZES
Author:
Publisher
Wiley
Subject
Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1475-6803.2005.00120.x/fullpdf
Reference27 articles.
1. Tick Size, Share Prices, and Stock Splits
2. The degree of price resolution: The case of the gold market
3. Bid-ask spreads and the avoidance of odd-eighth quotes on Nasdaq: An examination of exchange listings
4. Emerging equity market volatility
5. The degree of price resolution and equity trading costs
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