Tinkering with ticks: choosing minimum price variation for US equity markets (1996 version)

Crack, Timothy

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Tinkering with ticks: choosing minimum price variation for US equity markets (1996 version)

Crack, Timothy

Cite this item: Crack, T. (1997). Tinkering with ticks: choosing minimum price variation for US equity markets (1996 version) (Working Paper). University of Otago. Retrieved from http://hdl.handle.net/10523/1582

Permanent link to OUR Archive version: http://hdl.handle.net/10523/1582

Date: 1997-02

Publisher: University of Otago

Keywords: tick size; market microstructure; depth; volume

Research Type: Working Paper

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