The impact of tick size on intraday stock price behavior: evidence from the Taiwan Stock Exchange
Year of publication: |
2004
|
---|---|
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 13434202. - Vol. 12.2004, 1, p. 19-40
|
Saved in:
Saved in favorites
Similar items by person
-
The impact of tick size on intraday stock price behavior: evidence from the Taiwan Stock Exchange
Ke, Mei-Chu, (2004)
-
The impact of tick size in intraday stock price behavior : evidence from the Taiwan Stock Exchange
Ke, Mei-chu, (2004)
-
MARKET STATES AND THE PROFITABILITY OF MOMENTUM STRATEGIES: EVIDENCE FROM THE TAIWAN STOCK EXCHANGE
Wang, Kuei-Yuan, (2009)
- More ...