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Tick size change on the Stock Exchange of Thailand

  • Pantisa Pavabutr

    ()

  • Sukanya Prangwattananon

    ()

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    No abstract is available for this item.

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

    Volume (Year): 32 (2009)
    Issue (Month): 4 (May)
    Pages: 351-371

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    Handle: RePEc:kap:rqfnac:v:32:y:2009:i:4:p:351-371
    Contact details of provider: Web page: http://springerlink.metapress.com/link.asp?id=102990

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    1. 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.
    2. Burton Hollifield & Robert Miller & Patrik Sandas, . "Empirical Analysis of Limit Order Markets," GSIA Working Papers -290183991, Carnegie Mellon University, Tepper School of Business.
    3. Bourghelle, David & Declerck, Fany, 2004. "Why markets should not necessarily reduce the tick size," Journal of Banking & Finance, Elsevier, vol. 28(2), pages 373-398, February.
    4. Harris, Lawrence, 1991. "Stock Price Clustering and Discreteness," Review of Financial Studies, Society for Financial Studies, vol. 4(3), pages 389-415.
    5. Lawrence R. Glosten & Paul R. Milgrom, 1983. "Bid, Ask and Transaction Prices in a Specialist Market with Heterogeneously Informed Traders," Discussion Papers 570, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    6. 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;Southwestern Finance Association, vol. 28(2), pages 177-195.
    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;Southwestern Finance Association, vol. 27(1), pages 75-94.
    8. 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.
    9. Ahn, Hee-Joon & Cai, Jun & Chan, Kalok & Hamao, Yasushi, 2007. "Tick size change and liquidity provision on the Tokyo Stock Exchange," Journal of the Japanese and International Economies, Elsevier, vol. 21(2), pages 173-194, June.
    10. 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.
    11. Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, vol. 53(6), pages 1315-35, November.
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