The tick-volatility ratio as a determinant of the compass rose: empirical evidence from decimalisation on the NYSE
| Year of publication: |
2003
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|---|---|
| Authors: | Mckenzie, Michael D. ; Frino, Alex |
| Published in: |
Accounting and finance : journal of the Accounting Association of Australia and New Zealand. - Richmond, Vic. : Wiley-Blackwell, ISSN 0810-5391, ZDB-ID 8524713. - Vol. 43.2003, 3, p. 331-344
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