Why markets should not necessarily reduce the tick size

Journal of Banking and Finance

Volumn 28, Issue 2, 2004, Pages 373-398

  Bourghelle, David ^a   Declerck, Fany ^b  

^a UNIV LILLE   (France)

^b UNIVERSITY OF TOULOUSE CAPITOLE   (France)

Author keywords

Liquidity supply; Market depth; Order exposure; Spread; Tick size

Indexed keywords

EID: 0346899272     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(03)00136-5     Document Type: Article

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