Tick size and spreads: the case of Nasdaq's decimalization.

DOI10.1016/S0377-2217(03)00089-4zbMath1043.91517MaRDI QIDQ1427548

Bernd Schossmann, Otto Loistl, Alexander Veverka

Publication date: 14 March 2004

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

FinanceCapital market synergeticsSpreadsNasdaqTick size

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Uses Software

• KapSyn

Cites Work

• Synergetics. An introduction. Nonequilibrium phase transitions and self-organization in physics, chemistry, and biology. 3rd rev. and enl. ed
• Xetra efficiency evaluation and NASDAQ modelling by KapSyn.

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