Tick Size Reduction on Market Liquidity and the Components of the Bid-Ask Spread: Evidence from the Taiwan Stock Exchange
博士 === 雲林科技大學 === 財務金融系博士班 === 99 === In recent years, stock exchanges around the world have adopted smaller minimum price variations. The Taiwan Stock Exchange (TWSE) made the system of tick size effective on 1 March 2005. The effect of a reduction in tick size on liquidity and trading costs for in...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/84817808258752744616 |