The impact of the reduction in tick increments in major US markets on spreads, depth, and volatility
Bonnie F. van Ness; Robert A. van Ness; Stephen W. Pruitt
| Year of publication: |
2000
|
|---|---|
| Authors: | Ness, Bonnie F. van ; Ness, Robert A. van ; Pruitt, Stephen W. |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 15.2000, 1, p. 153-167
|
| Subject: | tick size | Aktienmarkt | Stock market | Handelsvolumen der Börse | Trading volume | Geld-Brief-Spanne | Bid-ask spread | USA | United States | Zweitlisting | Dual listing | 1997 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Review of quantitative finance and accounting |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001522438