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Volumn 28, Issue 12, 2004, Pages 2981-3007

Penny pricing and the components of spread and depth changes

Author keywords

Binding constraint; Decimal pricing; Depths; Spreads; Stepping ahead; Tick size

Indexed keywords


EID: 6444228703     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2003.11.001     Document Type: Article
Times cited : (26)

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