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Reducing tick size on the Stock Exchange of Singapore

  • Lau, Sie Ting
  • McInish, Thomas H.

No abstract is available for this item.

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File URL: http://www.sciencedirect.com/science/article/B6VFF-3YK00JF-6/2/42e3981b55efe89202df8ec3dd3eebcd
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Article provided by Elsevier in its journal Pacific-Basin Finance Journal.

Volume (Year): 3 (1995)
Issue (Month): 4 (December)
Pages: 485-496

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Handle: RePEc:eee:pacfin:v:3:y:1995:i:4:p:485-496
Contact details of provider: Web page: http://www.elsevier.com/locate/pacfin

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  1. Harris, Lawrence E, 1994. "Minimum Price Variations, Discrete Bid-Ask Spreads, and Quotation Sizes," Review of Financial Studies, Society for Financial Studies, vol. 7(1), pages 149-78.
  2. McInish, Thomas H & Wood, Robert A, 1992. " An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks," Journal of Finance, American Finance Association, vol. 47(2), pages 753-64, June.
  3. Petersen, Mitchell A. & Fialkowski, David, 1994. "Posted versus effective spreads *1: Good prices or bad quotes?," Journal of Financial Economics, Elsevier, vol. 35(3), pages 269-292, June.
  4. Stoll, Hans R. & Whaley, Robert E., 1983. "Transaction costs and the small firm effect," Journal of Financial Economics, Elsevier, vol. 12(1), pages 57-79, June.
  5. Ball, Clifford A, 1988. " Estimation Bias Induced by Discrete Security Prices," Journal of Finance, American Finance Association, vol. 43(4), pages 841-65, September.
  6. Harris, Lawrence, 1991. "Stock Price Clustering and Discreteness," Review of Financial Studies, Society for Financial Studies, vol. 4(3), pages 389-415.
  7. Cho, David Chinhyung & Frees, Edward W, 1988. " Estimating the Volatility of Discrete Stock Prices," Journal of Finance, American Finance Association, vol. 43(2), pages 451-66, June.
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