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  1. 1. Does Tick Size Matter?: Evidence from the Stockholm Stock Exchange

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Kjell Bennemark; Jih-Farn Chen; [2007]
    Nyckelord :Tick Size; Liquidity; Volatility; Bid-Ask Spread;

    Sammanfattning : On September 25th, 2006, OMX changed the minimum price increment, i.e. tick size on a number of stocks traded at the Stockholm Stock Exchange (SSE). Previous research has shown that different market participants have different views on what constitutes an optimal tick size. LÄS MER