EconPapers    
Economics at your fingertips  
 

Hybrid markets, tick size and investor trading costs

Evgenia Portniaguina, Dan Bernhardt and Eric Hughson

Journal of Financial Markets, 2006, vol. 9, issue 4, 433-447

Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S1386-4181(06)00020-6
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:finmar:v:9:y:2006:i:4:p:433-447

Access Statistics for this article

Journal of Financial Markets is currently edited by B. Lehmann, D. Seppi and A. Subrahmanyam

More articles in Journal of Financial Markets from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-23
Handle: RePEc:eee:finmar:v:9:y:2006:i:4:p:433-447