publication

Tick Size and Price Diffusion.

Name: The Institute for New Economic Thinking at the Oxford Martin School
Address: Eagle House, Walton Well Road, Oxford, Oxfordshire, OX2 6ED, UK
Telephone: +44 (0)1865 288895
Price range: $

13 Sept 10

Citation:

La Spada, G., J. D. Farmer, and F. Lillo. 'Tick Size and Price Diffusion.' http://arxiv.org/abs/1009.2329, (2010)

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Authors

J. Doyne Farmer

Type

Journal