Purpose Readers articulate mood in deeply subjective ways, yet the underlying structure of users' understanding of the media they consume has important implications for retrieval and access. User articulations might at first seem too idiosyncratic, but organizing them meaningfully has...

This study explores the dynamics of the price discovery process between the regular and mini index futures traded on the Taiwan Futures Exchange (TAIFEX). In contrast to the US futures market, the TAIFEX operates under an automated electronic trading system for both types of contracts. After...

The relation between tick size and market quality is of interests to both academics and practitioners. The decimalization on the NYSE offers a rare opportunity to empirically examine the effects of tick size change on market quality. This paper performs a thorough study of the influences of tick...