Sadeghi, Mehdi; Zhang, Kai - In: International Journal of Banking, Accounting and Finance 3 (2011) 2/3, pp. 155-175
On 1 April 2005, the Australian Stock Exchange reduced the minimum tick size for stocks priced between $0.5 and $2. We examined the market quality of the stocks affected by the minimum tick size rule, using a comprehensive intra-day data sample and an event study methodology. We found that...
