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Tick size change on the Stock Exchange of Thailand

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Author Info
Pantisa Pavabutr ()
Sukanya Prangwattananon ()
Abstract

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File URL: http://hdl.handle.net/10.1007/s11156-008-0096-5
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Publisher Info
Article provided by Springer in its journal Review of Quantitative Finance and Accounting.

Volume (Year): 32 (2009)
Issue (Month): 4 (May)
Pages: 351-371
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:kap:rqfnac:v:32:y:2009:i:4:p:351-371

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Web page: http://springerlink.metapress.com/link.asp?id=102990

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research
Keywords: Tick size; Market microstructure; Transaction costs; G14; G18;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Aitken, Michael & Almeida, Niall & deB. Harris, Frederick H. & McInish, Thomas H., 2007. "Liquidity supply in electronic markets," Journal of Financial Markets, Elsevier, vol. 10(2), pages 144-168, May. [Downloadable!] (restricted)
  2. Lau, Sie Ting & McInish, Thomas H., 1995. "Reducing tick size on the Stock Exchange of Singapore," Pacific-Basin Finance Journal, Elsevier, vol. 3(4), pages 485-496, December. [Downloadable!] (restricted)
  3. Cordella, Tito & Foucault, Thierry, 1999. "Minimum Price Variations, Time Priority, and Quote Dynamics," Journal of Financial Intermediation, Elsevier, vol. 8(3), pages 141-173, July. [Downloadable!] (restricted)
    Other versions:
  4. Kee H. Chung & Kenneth A. Kim & Pattanaporn Kitsabunnarat, 2005. "Liquidity And Quote Clustering In A Market With Multiple Tick Sizes," Journal of Financial Research, Southern Finance Association and Southwestern Finance Association, vol. 28(2), pages 177-195. [Downloadable!] (restricted)
  5. Glosten, Lawrence R. & Milgrom, Paul R., 1985. "Bid, ask and transaction prices in a specialist market with heterogeneously informed traders," Journal of Financial Economics, Elsevier, vol. 14(1), pages 71-100, March. [Downloadable!] (restricted)
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  6. Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, vol. 53(6), pages 1315-35, November. [Downloadable!] (restricted)
  7. Sugato Chakravarty & Robert A. Wood & Robert A. Van Ness, 2004. "Decimals And Liquidity: A Study Of The Nyse," Journal of Financial Research, Southern Finance Association and Southwestern Finance Association, vol. 27(1), pages 75-94. [Downloadable!] (restricted)
  8. Burton Hollifield & Robert A. Miller & Patrik Sandas, 2004. "Empirical Analysis of Limit Order Markets," Review of Economic Studies, Blackwell Publishing, vol. 71(4), pages 1027-1063, October. [Downloadable!] (restricted)
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  9. Harris, Lawrence, 1991. "Stock Price Clustering and Discreteness," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 4(3), pages 389-415. [Downloadable!] (restricted)
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This page was last updated on 2009-12-8.

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