The impact of tick size on intraday stock price behavior

博士 === 國立臺灣科技大學 === 企業管理系 === 91 === Tick size refers to the minimum price variation mandated by the stock exchange authority. If tick size were larger than warranted by the equilibrium condition, tick size would become a binding constraint on stock prices. The issue of how tick size affects stock p...

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Bibliographic Details
Main Authors: Mei-Chu Ke, 柯美珠
Other Authors: Yen-Sheng Huang
Format: Others
Language:zh-TW
Published: 2003
Online Access:http://ndltd.ncl.edu.tw/handle/30256506196570893803