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Volumn 45, Issue 2, 2005, Pages 171-184

Do reductions in tick sizes influence liquidity?

Author keywords

Bid ask spread; Liquidity; Minimum tick size

Indexed keywords


EID: 27944506900     PISSN: 08105391     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-629x.2004.00128.x     Document Type: Article
Times cited : (34)

References (15)
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  • 5
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  • 7
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    • Bacidore, J.1
  • 9
    • 0001240870 scopus 로고    scopus 로고
    • Eighths, sixteenths and market depth: Changes in tick size and liquidity provision on the NYSE
    • Goldstein, M., and K. Kavajecz, 2000, Eighths, sixteenths and market depth: changes in tick size and liquidity provision on the NYSE, Journal of Financial Economics 56, 125-149.
    • (2000) Journal of Financial Economics , vol.56 , pp. 125-149
    • Goldstein, M.1    Kavajecz, K.2
  • 10
    • 21344483536 scopus 로고
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    • Harris, L.1
  • 12
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    • Jones, C.1    Lipson, M.2
  • 13
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    • Reducing tick sizes on the Singapore Stock Exchange
    • Lau, S. T., and T. McInish, 1995, Reducing tick sizes on the Singapore Stock Exchange, Pacific Basin Finance Journal 3, 485-496.
    • (1995) Pacific Basin Finance Journal , vol.3 , pp. 485-496
    • Lau, S.T.1    McInish, T.2
  • 14
    • 84977708043 scopus 로고
    • An analysis of intraday patterns in bid/ask spread for NYSE stocks
    • McInish, T., and R. Wood, 1992, An analysis of intraday patterns in bid/ask spread for NYSE stocks, Journal of Finance 47, 753-764.
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    • McInish, T.1    Wood, R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.