Why markets should not necessarily reduce the tick size

By Bourghelle D.   Declerck F.  

Journal of Banking and Finance, Vol. 28, Iss. 2, 2004-02 ,pp. : 373-398

Elsevier

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The Role of Tick Size in Upstairs Trading and Downstairs Trading

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

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

Academic Press

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Implications of a Reduction in Tick Size on Short-Sell Order Execution

By Alexander G.J.   Peterson M.A.  

Journal of Financial Intermediation, Vol. 11, Iss. 1, 2002-01 ,pp. : 37-60

Academic Press

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The impact of tick size on intraday stock price behavior: evidence from the Taiwan Stock Exchange

By Ke M.-C.   Jiang C.-H.   Huang Y.-S.  

Pacific-Basin Finance Journal, Vol. 12, Iss. 1, 2004-01 ,pp. : 19-39

Elsevier

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Tick Size, Spreads, and Liquidity: An Analysis of Nasdaq Securities Trading near Ten Dollars

By Bessembinder H.  

Journal of Financial Intermediation, Vol. 9, Iss. 3, 2000-07 ,pp. : 213-239

Academic Press

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