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Zhao et al., 2006 - Google Patents

Decimal pricing and information‐based trading: tick size and informational efficiency of asset price

Zhao et al., 2006

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Document ID
823272038518159359
Author
Zhao X
Chung K
Publication year
Publication venue
Journal of Business Finance & Accounting

External Links

Snippet

In this study we analyze the effect of tick size on information‐based trading. Although prior studies provide extensive evidence on the effect of tick size on market quality measures such as spreads, depths, and return volatility, there is little evidence as to the effect of tick …
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Classifications

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