Stephen P. Harris

Bridge Information Systems

3 World Financial Center

New York, NY 10281

United States

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Decimal Trading and Market Impact

Number of pages: 53 Posted: 26 Apr 2001
Sugato Chakravarty, Stephen P. Harris and Robert Wood
Purdue University, Bridge Information Systems and University of Memphis - Fogelman College of Business and Economics
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Citation 27

Abstract:

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Decimalization, bid/ask spread, trading, stock exchange