Eighths, sixteenths, and market depth: Changes in tick size and liquidity provision on the NYSE

Journal of Financial Economics

Volumn 56, Issue 1, 2000, Pages 125-149

  Goldstein, Michael A ^a   A Kavajecz, Kenneth ^b  

^a UNIVERSITY OF COLORADO   (United States)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Depth; G14; Limit orders; Liquidity provision; Tick size

Indexed keywords

EID: 0001240870     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-405X(99)00061-6     Document Type: Article

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