Tick size change and liquidity provision on the Tokyo Stock Exchange
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of the Japanese and International Economies.
Volume (Year): 21 (2007)
Issue (Month): 2 (June)
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Web page: http://www.elsevier.com/locate/inca/622903
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- Goldstein, Michael A. & A. Kavajecz, Kenneth, 2000.
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- Murphy Jun Jie Lee, 2013. "The Microstructure of Trading Processes on the Singapore Exchange," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 4, March.
- Irwan Adi Ekaputra & Erni Sukmadini Asikin, 2012. "Impact of Tick Size Reduction on Small Caps Price Efficiency and Execution cost onÂ the Indonesia Stock Exchange," Asian Academy of Management Journal of Accounting and Finance, Penerbit Universiti Sains Malaysia, vol. 8(Supp. 1), pages 1-12.
- Ascioglu, Asli & Comerton-Forde, Carole & McInish, Thomas H., 2010. "An examination of minimum tick sizes on the Tokyo Stock Exchange," Japan and the World Economy, Elsevier, vol. 22(1), pages 40-48, January.
- Pantisa Pavabutr & Sukanya Prangwattananon, 2009. "Tick size change on the Stock Exchange of Thailand," Review of Quantitative Finance and Accounting, Springer, vol. 32(4), pages 351-371, May.
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