Decimal Pricing and Information-Based Trading: Tick Size and Informational Efficiency of Asset Price-Reference-Cited by-同舟云学术

Decimal Pricing and Information-Based Trading: Tick Size and Informational Efficiency of Asset Price

Published:2006-06 Issue:5-6 Volume:33 Page:753-766
ISSN:0306-686X
Container-title:Journal of Business Finance Accounting
language:en
Short-container-title:J Bus Fin & Acc

Author:

Zhao Xin,Chung Kee H.

Publisher

Wiley

Subject

Finance,Business, Management and Accounting (miscellaneous),Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-5957.2006.00622.x/fullpdf

Reference29 articles.

1. Market Making with Discrete Prices

2. Order submission strategies, liquidity supply, and trading in pennies on the New York Stock Exchange

3. J. Bacidore, R. Battalio, and S. Farkas (2001 ), 'Changes in Order Characteristics, Displayed Liquidity, and Execution Quality on the New York Stock Exchange Around the Switch to Decimal Pricing ', Working Paper (NYSE).

4. Issues in assessing trade execution costs

5. Quote-based competition and trade execution costs in NYSE-listed stocks

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