The Impact of Tick Size on High Frequency Trading : The Case for Splits
Year of publication: |
2015
|
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Authors: | Frino, Alex |
Other Persons: | Mollica, Vito (contributor) ; Zhang, Shunquan (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Elektronisches Handelssystem | Electronic trading | Volatilität | Volatility | Börsenkurs | Share price | Geld-Brief-Spanne | Bid-ask spread | Wertpapierhandel | Securities trading |
Extent: | 1 Online-Ressource (21 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 18, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2607391 [DOI] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G18 - Government Policy and Regulation ; D40 - Market Structure and Pricing. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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