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Block Trade Price Asymmetry and Changes in Depth: Evidence from the Australian Stock Exchange

✍ Scribed by Hamish D. Anderson; Sapphire Cooper; Andrew K. Prevost

Book ID
109178209
Publisher
John Wiley and Sons
Year
2006
Tongue
English
Weight
273 KB
Volume
41
Category
Article
ISSN
0732-8516

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Tick sizes and relative rates of price d
Tick sizes and relative rates of price discovery in stock, futures, and options markets: Evidence from the Taiwan stock exchange
✍ Yu-Lun Chen; Yin-Feng Gau πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 163 KB πŸ‘ 2 views

## Abstract This study examines the competition in price discovery among stock index, index futures, and index options in Taiwan. The price‐discovery ability of the Taiwan Top 50 Tracker Fund, an exchange‐traded fund based on the Taiwan 50 index is examined. The authors find that, after the minimum