Tinkering with ticks: choosing minimum price variation for US equity markets (1996 version)
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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:
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- Working Paper [101]
- Accountancy and Finance [267]