Rethinking decimalization : the impact of increased tick sizes on trading activity, volatility, and price clustering
Benjamin Blau; Ryan Whitby
| Year of publication: |
2019
|
|---|---|
| Authors: | Blau, Benjamin ; Whitby, Ryan |
| Published in: |
Market microstructure and liquidity. - New Jersey : World Scientific, ISSN 2382-6266, ZDB-ID 2880405-3. - Vol. 5.2019, 1/4, p. 1-34
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| Subject: | Decimalization | tick sizes | trading volume | volatility | price clustering | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Geld-Brief-Spanne | Bid-ask spread | Börsenkurs | Share price | Zweitlisting | Dual listing |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2382626620500069 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012820070