Eights, sixteenths and market depth : changes in tick size and liquidity provision on the NYSE
Year of publication: |
1998
|
---|---|
Authors: | Goldstein, Michael A. ; Kavajecz, Kenneth A. |
Publisher: |
Philadelphia, PA |
Subject: | Liquidität | Liquidity | Börse | Bourse | Geld-Brief-Spanne | Bid-ask spread | Aktienmarkt | Stock market | Wertpapierhandel | Securities trading |
Extent: | 34 S |
---|---|
Series: | Rodney L. White Center for Financial Research. - Philadelphia, Pa., ZDB-ID 2262187-8. - Vol. 98,014 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Liquidity measures and cost of trading in an illiquid market
Armitage, Seth, (2014)
-
Liquidity commonality in an emerging market : evidence from the Amman stock exchange
Tayeh, Mohammad, (2015)
-
Eighths, sixteenths and market depth : changes in tick size and liquidity provision on the NYSE
Goldstein, Michael A., (1998)
- More ...
-
Trading strategies during circuit breakers and extreme market movements
Goldstein, Michael A., (2004)
-
Liquidity provision during circuit breakers and extreme market movements
Goldstein, Michael A., (2000)
-
Eighths, sixteenths, and market depth : changes in tick size and liquidity provision on the NYSE
Goldstein, Michael A., (2000)
- More ...