Tick size and the compass rose: Further insights

Economics Letters

Volumn 68, Issue 2, 2000, Pages 119-125

  Wang, Eliza ^a   Hudson, Robert ^a   Keasey, Kevin ^a  

^a UNIVERSITY OF LEEDS   (United Kingdom)

Author keywords

C12; Stock returns; Structure; Time

Indexed keywords

EID: 0034418375     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(00)00237-8     Document Type: Article

References (2)

1. Crack T.F., Ledoit O. Robust structure without predictability: the 'compass rose' pattern of the stock market. The Journal of Finance. 51:(2):1996;751-762.
2. Szpiro G.C. Tick size, the compass rose and market nanostructure. Journal of Banking and Finance. 22:1998;1559-1569.