The effect of decimalization on trade size and adverse selection costs

Journal of Business Finance and Accounting

Volumn 32, Issue 5-6, 2005, Pages 1063-1081

  Chakravarty, Sugato ^a   Van Ness, Bonnie F ^b   Van Ness, Robert A ^b  

^a PURDUE UNIVERSITY   (United States)

^b UNIVERSITY OF MISSISSIPPI   (United States)

Author keywords

Adverse selection; Decimalization; Institutional trading; Stealth trading; Trade size

Indexed keywords

EID: 27844601644     PISSN: 0306686X     EISSN: 14685957     Source Type: Journal    
DOI: 10.1111/j.0306-686X.2005.00622.x     Document Type: Review

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