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Tick Size and Market Performance

Author

Listed:
  • Chia-Hsuan Yeh

Abstract

No abstract is available for this item.

Suggested Citation

  • Chia-Hsuan Yeh, 2003. "Tick Size and Market Performance," Computing in Economics and Finance 2003 112, Society for Computational Economics.
    • Handle: RePEc:sce:scecf3:112
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    Citations

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    Cited by:

    1. Georges, Christophre & Wallace, John C., 2009. "Learning Dynamics And Nonlinear Misspecification In An Artificial Financial Market," Macroeconomic Dynamics, Cambridge University Press, vol. 13(5), pages 625-655, November.
    2. Georges, Christophre, 2008. "Staggered updating in an artificial financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 32(9), pages 2809-2825, September.
    3. LeBaron, Blake, 2006. "Agent-based Computational Finance," Handbook of Computational Economics, in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 24, pages 1187-1233, Elsevier.

    More about this item

    Keywords

    Tick Size; Bid-Ask Spread; Agent-Based Modeling; Artificial Stock Market; Genetic Programming;
    All these keywords.

    JEL classification:

    • D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
    • D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates

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