Tinkering with ticks: choosing minimum price variation for US equity markets (1996 version)
This item is not available in full-text via OUR Archive.
If you are the author of this item, please contact us if you wish to discuss making the full text publicly available.
Publisher
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
Notes:
The full text of this document is only available from the Social Science Research Network. Please use the related link to access the full text.
Collections
- Working Paper [93]
- Accountancy and Finance [248]