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Eighths, sixteenths, and market depth : changes in tick size and liquidity provision on the NYSE
Goldstein, Michael A.; Kavajecz, Kenneth A. - In: Journal of financial economics 56 (2000) 1, pp. 125-149
Persistent link: https://www.econbiz.de/10001468753
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Eights, sixteenths and market depth : changes in tick size and liquidity provision on the NYSE
Goldstein, Michael A.; Kavajecz, Kenneth A. - 1998
Persistent link: https://www.econbiz.de/10000988860
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Eighths, sixteenths and market depth : changes in tick size and liquidity provision on the NYSE
Goldstein, Michael A.; Kavajecz, Kenneth A. - 1998
Persistent link: https://www.econbiz.de/10000989819
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Volatility and market structure
Kavajecz, Kenneth A.; Odders-White, Elizabeth R. - In: Journal of financial markets 4 (2001) 4, pp. 359-384
Persistent link: https://www.econbiz.de/10001604104