The Effect of Tick Size on Price Clustering and Trading Volume

• 1 September 1998
• journal article
• Published by Wiley in Journal of Business Finance & Accounting
• Vol. 25  (7-8) , 849-867
• https://doi.org/10.1111/1468-5957.00216

Abstract

Keywords

• PRICE CLUSTERING
• TICK SIZE
• VOLUME
• DISCRETE PRICES
• PRICE RESOLUTION