The information content of the thinner order book following tick size reduction : evidence from the Taiwan Stock Exchange
Cheng-Yi Chien and Tzu-Hsiang Liao and Hsiu-Chuan Lee
| Year of publication: |
2014
|
|---|---|
| Authors: | Chien, Cheng-yi ; Liao, Tzu-hsiang ; Lee, Hsiu-chuan |
| Published in: |
Managerial finance. - Bingley : Emerald Group Publishing Limited, ISSN 0307-4358, ZDB-ID 750561-9. - Vol. 40.2014, 3, p. 218-233
|
| Subject: | Limit order book | Information cotent | Taiwan Stock Exchange | Tick size | Taiwan | Wertpapierhandel | Securities trading | Börsenhandel | Stock exchange trading | Informationswert | Information value | Geld-Brief-Spanne | Bid-ask spread | Börsenkurs | Share price | Finanzmarktregulierung | Financial market regulation | Zweitlisting | Dual listing |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010256740