The impact of tick size in intraday stock price behavior : evidence from the Taiwan Stock Exchange
Year of publication: |
2004
|
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Authors: | Ke, Mei-chu ; Jiang, Ching-hai ; Huang, Yen-sheng |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 12.2004, 1, p. 19-39
|
Subject: | tick size | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Handelsvolumen der Börse | Trading volume | Geld-Brief-Spanne | Bid-ask spread | Volatilität | Volatility | Taiwan | 1998-1999 |
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