The Impact of the Reduction in Tick Increments in Major U.S. Markets on Spreads, Depth, and Volatility
| Year of publication: |
2000
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|---|---|
| Authors: | Van Ness, Bonnie F. ; Van Ness, Robert A. ; Pruitt, Stephen W. |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 15.2000, 2, p. 153-168
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