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The Transition to Competitive Pricing on the Toronto Stock Exchange

✍ Scribed by I. Krinsky and W. Rotenberg

Book ID
125201674
Publisher
University of Toronto Press
Year
1989
Tongue
English
Weight
439 KB
Volume
15
Category
Article
ISSN
0317-0861

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πŸ“œ SIMILAR VOLUMES

Does tick size influence price discovery
Does tick size influence price discovery? Evidence from the Toronto Stock Exchange
✍ Marie-Claude Beaulieu; Shafiq K. Ebrahim; Ieuan G. Morgan πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 225 KB

## Abstract We investigate the price discovery role of an exchange‐traded fund and the futures contract for the same market index. We find that the fund predicts the index in the subperiod after but not in the subperiod before a substantial decrease in the minimum tick size. The futures predict the