Tick size, market structure, and market quality
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Bibliographic InfoArticle provided by Springer in its journal Review of Quantitative Finance and Accounting.
Volume (Year): 36 (2011)
Issue (Month): 1 (January)
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Web page: http://springerlink.metapress.com/link.asp?id=102990
Bid-ask spreads; Depths; Execution costs; Minimum price variation; Informational efficiency; Market structure; G18; G19;
Find related papers by JEL classification:
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G19 - Financial Economics - - General Financial Markets - - - Other
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Rodney L. White Center for Financial Research Working Papers
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