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Lau et al., 1995 - Google Patents

Reducing tick size on the Stock Exchange of Singapore

Lau et al., 1995

Document ID
8000719277565175183
Author
Lau S
McInish T
Publication year
Publication venue
Pacific-Basin Finance Journal

External Links

Snippet

Minimum price changes, or tick sizes, are set by exchanges. Using theoretical and empirical models, previous researchers have concluded that transactions costs are increased unnecessarily if tick sizes are set higher than economic fundamentals justify. On July 18 …
Continue reading at www.sciencedirect.com (other versions)

Classifications

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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04—Exchange, e.g. stocks, commodities, derivatives or currency exchange
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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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    • G06Q30/00—Commerce, e.g. shopping or e-commerce
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    • G06Q20/00—Payment architectures, schemes or protocols
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    • G06Q30/00—Commerce, e.g. shopping or e-commerce
    • G06Q30/02—Marketing, e.g. market research and analysis, surveying, promotions, advertising, buyer profiling, customer management or rewards; Price estimation or determination
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    • G06Q30/00—Commerce, e.g. shopping or e-commerce
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    • G06Q99/00—Subject matter not provided for in other groups of this subclass

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