Add to ORKG[[sponsorship]]世新大學財務金融學系[[conferencetype]]國內[[conferencedate]]20150321~20150321[[booktype]]紙本[[iscallforpapers]]Y[[conferencelocation]]台北市, 台
January 31, 2008This paper explores the impact of exogenous tick size reduction on bid-ask spreads, ...
Minimum price changes, or tick sizes, are set by exchanges. Using theoretical and empirical models, ...
This paper shows that multiple tick sizes implemented by purely order-driven markets may not be opti...
We adopt the Sandås model for order-book equilibrium to examine informed trading on the Taiwanese st...
[[abstract]]台灣證券交易所在2005年 3月 1日調降最小升降單位，本研究探討此市場制度改變後對市場品質的影響，結果顯示升降單位縮小後，買賣價差、市場深度及報酬波動性皆顯著降低，雖然升降單...
[[abstract]]This study examines the competition in price discovery among stock index, index futures,...
本文以日內資料研究台灣證券交易所於2005年3月1日實施股價升降單位新制後，市場交易因子與股價報酬波動率的變化；延伸討論市場參與者對新訊息之反應，進而評估實施股價升降單位新制之成效。本文首先比較四種常...
[[abstract]]台灣證券交易所在2005年3月1日全面調降最小升降單位，本文研究此交易制度的改變對於台灣公司發行之美國存託憑證及其標的股之間的影響。實證結果顯示台灣的標的股在價格發現能力領先了...
This paper investigates the effect of the decrease in tick size that occurred in the Taiwanese stock...
[[abstract]]台灣證券交易所自民國94年3月1日起，首度將各級距股價範圍以及其升降單位予以調整，目的在於縮小股價升降單位。本研究重點於使用在台灣證券交易所掛牌上市之普通股來檢驗升降單位縮小對...
Empirical studies on the influence of tick-size reduction towards market liquid-ity have focused alm...
In setting a minimum tick size, exchanges balance the competing objectives of lowering transaction c...
[[abstract]]This study examines whether tick size conversion can affect liquidity commonality. Evide...
Using the 2016 SEC Tick Size Pilot Program, we study the effects of an increase in tick size on inst...
The Korea Stock Exchange (KSE) imposes larger mandatory tick sizes on higher priced stocks. In this ...
January 31, 2008This paper explores the impact of exogenous tick size reduction on bid-ask spreads, ...
Minimum price changes, or tick sizes, are set by exchanges. Using theoretical and empirical models, ...
This paper shows that multiple tick sizes implemented by purely order-driven markets may not be opti...
We adopt the Sandås model for order-book equilibrium to examine informed trading on the Taiwanese st...
[[abstract]]台灣證券交易所在2005年 3月 1日調降最小升降單位，本研究探討此市場制度改變後對市場品質的影響，結果顯示升降單位縮小後，買賣價差、市場深度及報酬波動性皆顯著降低，雖然升降單...
[[abstract]]This study examines the competition in price discovery among stock index, index futures,...
本文以日內資料研究台灣證券交易所於2005年3月1日實施股價升降單位新制後，市場交易因子與股價報酬波動率的變化；延伸討論市場參與者對新訊息之反應，進而評估實施股價升降單位新制之成效。本文首先比較四種常...
[[abstract]]台灣證券交易所在2005年3月1日全面調降最小升降單位，本文研究此交易制度的改變對於台灣公司發行之美國存託憑證及其標的股之間的影響。實證結果顯示台灣的標的股在價格發現能力領先了...
This paper investigates the effect of the decrease in tick size that occurred in the Taiwanese stock...
[[abstract]]台灣證券交易所自民國94年3月1日起，首度將各級距股價範圍以及其升降單位予以調整，目的在於縮小股價升降單位。本研究重點於使用在台灣證券交易所掛牌上市之普通股來檢驗升降單位縮小對...
Empirical studies on the influence of tick-size reduction towards market liquid-ity have focused alm...
In setting a minimum tick size, exchanges balance the competing objectives of lowering transaction c...
[[abstract]]This study examines whether tick size conversion can affect liquidity commonality. Evide...
Using the 2016 SEC Tick Size Pilot Program, we study the effects of an increase in tick size on inst...
The Korea Stock Exchange (KSE) imposes larger mandatory tick sizes on higher priced stocks. In this ...
January 31, 2008This paper explores the impact of exogenous tick size reduction on bid-ask spreads, ...
Minimum price changes, or tick sizes, are set by exchanges. Using theoretical and empirical models, ...
This paper shows that multiple tick sizes implemented by purely order-driven markets may not be opti...