LIQUIDITY AND QUOTE CLUSTERING IN A MARKET WITH MULTIPLE TICK SIZES
| Year of publication: |
2005
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|---|---|
| Authors: | Chung, Kee H. ; Kim, Kenneth A. ; Kitsabunnarat, Pattanaporn |
| Published in: |
The journal of financial research : a publ. of the School of Business Administration, Georgetown University. - Malden, Mass. [u.a.] : Blackwell Publishing, ISSN 0270-2592, ZDB-ID 8753532. - Vol. 28.2005, 2, p. 177-196
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