Impact of the change in Tick size on transaction costs and liquidity : an empirical investigation of the Taiwan Stock Exchange
Su-Wen Kuo; Chin-Sheng Huang; Chia-Cheng Chen
| Year of publication: |
2010
|
|---|---|
| Authors: | Kuo, Su-wen ; Huang, Chin-sheng ; Chen, Chia-cheng |
| Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 39.2010, 4, p. 524-551
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| Subject: | Limit order book | Liquidity premium | Quoted spread | Tick size | Transaction costs | Transaktionskosten | Wertpapierhandel | Securities trading | Taiwan | Geld-Brief-Spanne | Bid-ask spread | Liquidität | Liquidity | Börsenhandel | Stock exchange trading | Marktliquidität | Market liquidity | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009231515