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Stock market / Mathematical finance / Financial markets / Tick size / Order / Commodity tick / Futures contract / Volatility / New York Stock Exchange / Financial economics / Investment / Finance


Accepted Manuscript Tick size and stock returns Jukka-Pekka Onnela, Juuso T¨oyli, Kimmo Kaski PII: DOI: Reference:
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Document Date: 2008-11-05 14:50:40


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File Size: 1,23 MB

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Toronto / Helsinki / London / New York / Oxford / /

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International Business Machines / AMEX / Comstock Resources Inc / Toronto Stock Exchange / Goldman / Clarendon Laboratory / NYSE / /

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North America / /

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United States / Finland / /

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USD / cent / CAD / /

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Event

Second Stock Issuance / /

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University of Oxford / /

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finance literature / finance / /

MarketIndex

TSE / /

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Department of Business Technology / US CR / U.K. Business School / U.S. Securities and Exchange Commission / U.K. School of Economics / University of Oxford / Helsinki University of Technology / /

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Gillemot / /

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Farmer / representative / Corresponding author / /

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Physica A / /

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Standard Time / /

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simulation / PDF / /

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