The Impact of Decimalization on Market Quality: An Empirical Investigation of the Toronto Stock Exchange
- 29 April 1997
- journal article
- Published by Elsevier in Journal of Financial Intermediation
- Vol. 6 (2) , 92-120
- https://doi.org/10.1006/jfin.1997.0213
Abstract
No abstract availableThis publication has 13 references indexed in Scilit:
- Tick Size and Market QualityFinancial Management, 1997
- Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSEJournal of Financial Economics, 1996
- Tick Size, Spread, and VolumeJournal of Financial Intermediation, 1996
- An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris BourseThe Journal of Finance, 1995
- Market Structures and Liquidity: A Transactions Data Study of Exchange ListingsJournal of Financial Intermediation, 1994
- Minimum Price Variations, Discrete Bid–Ask Spreads, and Quotation SizesThe Review of Financial Studies, 1994
- Market Integration and Price Execution for NYSE‐Listed SecuritiesThe Journal of Finance, 1993
- Spreads, Depths, and the Impact of Earnings Information: An Intraday AnalysisThe Review of Financial Studies, 1993
- An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE StocksThe Journal of Finance, 1992
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for HeteroskedasticityEconometrica, 1980