Tick size, market structure and trading costs

William Christie; Jeffrey Harris; Eugene Kandel

Tick size, market structure and trading costs

William Christie, Jeffrey Harris, Eugene Kandel

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Original language	American English
Title of host publication	Stock market liquidity
Subtitle of host publication	implications for market microstructure and asset pricing
Editors	Greg Gregoriou, Francois-Serge Lhabitant
Publisher	John Wiley and Sons Inc.
Pages	173-197
Number of pages	25
Edition	1
ISBN (Print)	9780470181690
State	Published - 2008

Publication series

Name	Wiley Finance

Cite this

@inbook{262e1178a7654151b4010ec72ab1305f,

title = "Tick size, market structure and trading costs",

author = "William Christie and Jeffrey Harris and Eugene Kandel",

year = "2008",

language = "American English",

isbn = "9780470181690",

series = "Wiley Finance",

publisher = "John Wiley and Sons Inc.",

pages = "173--197",

editor = "Gregoriou, {Greg } and Lhabitant, { Francois-Serge }",

booktitle = "Stock market liquidity",

address = "United States",

edition = "1",

}

Tick size, market structure and trading costs. / Christie, William; Harris, Jeffrey; Kandel, Eugene.
Stock market liquidity: implications for market microstructure and asset pricing. ed. / Greg Gregoriou; Francois-Serge Lhabitant. 1. ed. John Wiley and Sons Inc., 2008. p. 173-197 (Wiley Finance).

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review