The Role of Tick Size in Upstairs Trading and Downstairs Trading

Author: Griffiths M.D.   Smith B.F.   Turnbull D.A.S.   White R.W.  

Publisher: Academic Press

ISSN: 1042-9573

Source: Journal of Financial Intermediation, Vol.7, Iss.4, 1998-10, pp. : 393-417

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Abstract