The impact of the reduction in tick increments in Major U.S. markets on spreads, depth, and volatility

Review of Quantitative Finance and Accounting

Volumn 15, Issue 2, 2000, Pages 153-167

  Van Ness, Bonnie F ^a   Van Ness, Robert A ^a,c   Pruitt, Stephen W ^b  

^a KANSAS STATE UNIVERSITY   (United States)

^b UNIVERSITY OF MISSOURI KANSAS CITY   (United States)

^c University of Missouri ^*  (United States)

Author keywords

Spreads; Tick size; Trading costs

Indexed keywords

EID: 0010656392     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1023/A:1008369114062     Document Type: Article

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