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The impact of the reduction in tick increments in major US markets on spreads, depth, and volatility
Ness, Bonnie F. van; Ness, Robert A. van; Pruitt, Stephen W. - In: Review of quantitative finance and accounting 15 (2000) 1, pp. 153-167
Persistent link: https://www.econbiz.de/10001522438
Cover Image
The Impact of the Reduction in Tick Increments in Major U.S. Markets on Spreads, Depth, and Volatility
Van Ness, Bonnie F.; Van Ness, Robert A.; Pruitt, Stephen W. - In: Review of quantitative finance and accounting 15 (2000) 2, pp. 153-168
Persistent link: https://www.econbiz.de/10007178506