Work

The Impact of the Reduction in Tick Increments in Major U.S. Markets on Spreads, Depth, and Volatility

Year: 2000

Type: article

Source: Review of Quantitative Finance and Accounting

DOI: 10.1023/a:1008369114062

Authors: Bonnie F. Van Ness, Robert A. Van Ness, Stephen W. Pruitt

Institutions: Kansas State University, University of Missouri–Kansas City

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1592590887

FWCI: 4.937

Cites: 20

Cited by: 60

Related to: 10