Relative Tick Size and the Trading Environment
Author:
Affiliation:
1. Johnson Graduate School of Management, Cornell University, University of Technology Sydney
2. Johnson Graduate School of Management, Cornell University
3. Department of Finance, University of Melbourne
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance
Link
http://academic.oup.com/raps/article-pdf/9/1/47/28649814/ray009.pdf
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4. The “make or take” decision in an electronic market: Evidence on the evolution of liquidity;Bloomfield;Journal of Financial Economics,2005
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