مرکز منطقه ای اطلاع رساني علوم و فناوري - Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE

Title of article :

Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE

Author/Authors :

Michael A. Goldstein، نويسنده , , Kenneth A. Kavajecz، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2000

Pages :

From page :

125

To page :

149

Keywords :

Limit orders , Depth , Liquidity provision , Tick size

Journal title :

Journal of Financial Economics

Serial Year :

2000

Journal title :

Journal of Financial Economics

Record number :

257421

Link To Document :