𝔖 Bobbio Scriptorium
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The impact of tick parasites on the behaviour of the lizardTiliqua rugosa

✍ Scribed by A. R. Main; C. M. Bull


Publisher
Springer-Verlag
Year
2000
Tongue
English
Weight
47 KB
Volume
122
Category
Article
ISSN
0029-8549

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Impact of the tick-size on financial ret
✍ Michael C. MΓΌnnix; Rudi SchΓ€fer; Thomas Guhr πŸ“‚ Article πŸ“… 2010 πŸ› Elsevier Science 🌐 English βš– 845 KB

We demonstrate that the lowest possible price change (tick-size) has a large impact on the structure of financial return distributions. It induces a microstructure as well as possibly altering the tail behavior. On small return intervals, the tick-size can distort the calculation of correlations. Th