Decimal pricing and information-based trading: Tick size and informational efficiency of asset price

Journal of Business Finance and Accounting

Volumn 33, Issue 5-6, 2006, Pages 753-766

  Zhao, Xin ^a   Chung, Kee H ^a,b  

^a BEHREND COLLEGE   (United States)

^b UNIVERSITY AT BUFFALO   (United States)

Author keywords

Decimalization; Information effiency; Information based trading; PIN measure; Tick size

Indexed keywords

EID: 33747169588     PISSN: 0306686X     EISSN: 14685957     Source Type: Journal    
DOI: 10.1111/j.1468-5957.2006.00622.x     Document Type: Article

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