Does tick size influence price discovery? Evidence from the Toronto Stock Exchange
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference24 articles.
1. Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities
2. Tick Size, Share Prices, and Stock Splits
3. & (1992). Displayed and effective spreads. Rodney L. White Center for Financial Research Working Paper 27-92, The Wharton School.
4. Generalized autoregressive conditional heteroskedasticity
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