Tick size and price diffusion

Tick size and price diffusion

A tick size is the smallest increment of a security price. It is clear that at the shortest time scale on which individual orders are placed the tick size has a major role which affects where limit orders can be placed, the bid-ask spread, etc. This is the realm of market microstructure and there is...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron:	Spada, G, Farmer, J, Lillo, F
Fformat:	Journal article
Iaith:	English
Cyhoeddwyd:	2010

Eitemau Tebyg

The non-random walk of stock prices: The long-term correlation between signs and sizes
gan: Spada, G, et al.
Cyhoeddwyd: (2007)

Tick size and stock returns
gan: Onnela, J, et al.
Cyhoeddwyd: (2009)

Dark pool trading with varying tick size, lot size and pricing rule : an experiment
gan: Sharma, Uday, et al.
Cyhoeddwyd: (2021)

On the origin of power law tails in price fluctuations
gan: Farmer, J, et al.
Cyhoeddwyd: (2003)

Lower tick sizes and futures pricing efficiency: evidence from the emerging Malaysian market
gan: Sunil S. Poshakwale, et al.
Cyhoeddwyd: (2019)

Penurunan tick size di Bursa Efek Jakarta
gan: , PURWOTO, Lukas, et al.
Cyhoeddwyd: (2001)

Single Curve Collapse of the Price Impact Function for the New York Stock Exchange
gan: Lillo, F, et al.
Cyhoeddwyd: (2002)

What really causes large price changes?
gan: Farmer, J, et al.
Cyhoeddwyd: (2003)

What really causes large price changes?
gan: Farmer, J, et al.
Cyhoeddwyd: (2004)

Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary?
gan: Farmer, J, et al.
Cyhoeddwyd: (2006)

Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary?
gan: Farmer, J, et al.
Cyhoeddwyd: (2006)

Market Efficiency and the Long-Memory of Supply and Demand: Is Price Impact Variable and Permanent or Fixed and Temporary
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Cyhoeddwyd: (2006)

Dynamics of infection in tick vectors and at the tick-host interface.
gan: Nuttall, P, et al.
Cyhoeddwyd: (2003)

Climate change impacts on ticks and tick-borne infections
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Cyhoeddwyd: (2021)

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Cyhoeddwyd: (2009)

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Cyhoeddwyd: (1999)

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Cyhoeddwyd: (2017)

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Cyhoeddwyd: (2004)

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Cyhoeddwyd: (2003)

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gan: Nuttall, P
Cyhoeddwyd: (2018)

Exposed and concealed antigens as vaccine targets for controlling ticks and tick-borne diseases.
gan: Nuttall, P, et al.
Cyhoeddwyd: (2006)

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gan: Randolph, S
Cyhoeddwyd: (2002)

Tick Genome Assembled: New Opportunities for Research on Tick-Host-Pathogen Interactions
gan: de la Fuente, José, et al.
Cyhoeddwyd: (2017)

The impact of the tick size reduction on liquidity: Empirical Evidence from the Jakarta Stock Exchange
gan: Perpustakaan UGM, i-lib
Cyhoeddwyd: (2004)

A cross-reactive tick cement antigen is a candidate broad-spectrum tick vaccine.
gan: Trimnell, A, et al.
Cyhoeddwyd: (2005)

2008 Tick1 Audio Corpus
gan: Kochanski, G
Cyhoeddwyd: (2011)

Artemisinin resistance--the clock is ticking.
gan: White, N
Cyhoeddwyd: (2010)

What Makes Terrorists Tick
gan: Staniland, Paul Stephen, et al.
Cyhoeddwyd: (2010)

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Cyhoeddwyd: (2006)

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Cyhoeddwyd: (2002)

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Cyhoeddwyd: (1995)

Mackworth’s clock is still ticking
gan: Shalev, N
Cyhoeddwyd: (2022)

Tick-borne diseases of humans /
gan: Goodman, Jesse L., et al.
Cyhoeddwyd: (2005)

Histamine - Binding proteins in tick saliva
gan: Paesen, G, et al.
Cyhoeddwyd: (1998)

The long memory of the efficient market
gan: Lillo, F, et al.
Cyhoeddwyd: (2003)

The long memory of the efficient market
gan: Lillo, F, et al.
Cyhoeddwyd: (2013)

Factors influencing the prevalence and distribution of ticks and tick- borne pathogens among domestic animals in Malaysia
gan: Mohammed, Konto, et al.
Cyhoeddwyd: (2016)

Animal Disease and the Limits of Local Knowledge: Dealing with Ticks and Tick-borne Diseases in South Africa
gan: Beinart, W, et al.
Cyhoeddwyd: (2013)

Tick-transmitted human infections in Asia
gan: Robinson, M, et al.
Cyhoeddwyd: (2018)

Ectoparasites (Ticks and mites) prevalence on small to medium-sized mammals associated with habitat condition in Kemasul, Pahang
gan: Razali, Nurhani Bazilah, et al.
Cyhoeddwyd: (2018)