How to predict the consequences of a tick value change? : evidence from the Tokyo stock exchange pilot program
Year of publication: |
December 2016
|
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Authors: | Huang, Weibing ; Lehalle, Charles-Albert ; Rosenbaum, Mathieu |
Published in: |
Market microstructure and liquidity. - New Jersey : World Scientific, ISSN 2382-6266, ZDB-ID 2880405-3. - Vol. 2.2016, 3/4, p. 1-19
|
Subject: | Tick size | regulation | microstructure | pilot program | Tokyo stock exchange | uncertainty zones model | Japan | Börsenhandel | Stock exchange trading | Finanzmarktregulierung | Financial market regulation | Geld-Brief-Spanne | Bid-ask spread |
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