The accuracy of the tick test: Evidence from the Australian stock exchange

Journal of Banking and Finance

Volumn 20, Issue 10, 1996, Pages 1715-1729

  Aitken, Michael ^a   Frino, Alex ^a  

^a UNIVERSITY OF SYDNEY   (Australia)

Author keywords

Australian stock exchange; Buyer seller initiated trades; Microstructure; Tick rule

Indexed keywords

EID: 0030525190     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(96)00008-8     Document Type: Article

References (9)

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