Price rounding and bid-ask spreads before and after the decimalization
Year of publication: |
2004
|
---|---|
Authors: | He, Yan ; Wu, Chunchi |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 13.2004, 1, p. 19-41
|
Subject: | Geld-Brief-Spanne | Bid-ask spread | Aktienmarkt | Stock market | USA | United States | Zweitlisting | Dual listing |
-
Tick size change and market quality in the U.S. treasury market
Fleming, Michael J., (2019)
-
International trade-venue clienteles and order-flow competitiveness
Kryzanowski, Lawrence, (2005)
-
Do bid-ask spreads or bid and ask depths convey new information first?
Chakravarty, Sugato, (2001)
- More ...
-
Are liquidity and information risks priced in the treasury bond market?
Li, Haitao, (2009)
-
Price discovery in the round-the-clock US Treasury market
He, Yan, (2009)
-
Is stock price rounded for economic reasons in the Chinese markets?
He, Yan, (2006)
- More ...