Impact of a tick size reduction on liquidity : evidence from the Sydney Futures Exchange
Year of publication: |
2009
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Authors: | Alampieski, Kiril ; Lepone, Andrew |
Published in: |
Accounting and finance : journal of the Accounting Association of Australia and New Zealand. - Richmond, Vic. : Wiley-Blackwell, ISSN 0810-5391, ZDB-ID 852471-3. - Vol. 49.2009, 1, p. 1-20
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Subject: | Sydney Futures Exchange | Finanzmarktregulierung | Financial market regulation | Geld-Brief-Spanne | Bid-ask spread | Marktliquidität | Market liquidity | Derivat | Derivative | Schätzung | Estimation | Australien | Australia |
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