مرکز منطقه ای اطلاع رساني علوم و فناوري - The accuracy of the tick test: Evidence from the Australian stock exchange

Title of article :

The accuracy of the tick test: Evidence from the Australian stock exchange

Author/Authors :

Michael Aitken، نويسنده , , Alex Frino، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1996

Pages :

From page :

1715

To page :

1729

Keywords :

Australian stock exchange , Buyer/seller initiated trades , Tick rule , microstructure

Journal title :

Journal of Banking and Finance

Serial Year :

1996

Journal title :

Journal of Banking and Finance

Record number :

192912

Link To Document :