Wen-liang Hsieh

National Chiao-Tung University - Graduate Institute of Finance

Hsinchu 300

Taiwan

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Scholarly Papers (1)

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The Impacts of Tick Size Reduction in a Market with Multiple Tick Sizes

Number of pages: 39 Posted: 12 Jul 2015 Last Revised: 08 Oct 2016
Hung-Kun Chen and Wen-liang Hsieh
Tamkang University - Department of Banking and Finance and National Chiao-Tung University - Graduate Institute of Finance
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Abstract:

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Tick Size, Bid-ask Spread, Quote Depth, Entire Limit Order Book