Earlier drafts of this manuscript were entitled “Decimal Trading and Market Impact.” We thank Robert Battalio, Tarun Chordia, Bill Christie, Mike Cooper, Amy Edwards, Gene Finn, Michael Goldstein, Robert Jennings, Ananth Madhavan, Tim McCormick, William T. Moore (the editor), Eric Sirri, George Sofianos, Bonnie Van Ness, Richard Warr, and Robert Wood Jr. for comments on earlier drafts, and to the seminar participants in the 14th annual Financial Markets Research Center conference at Vanderbilt and, especially, Ingrid Werner for her comments. Wonil Hwang and Dan Zhou provided research assistance in an earlier draft and Jang-Chul Kim provided exceptional research assistance during the revision of this paper. Finally, we thank Stephen P. Harris of Bridge Information Systems who provided some of the data used in the initial stages of the project.
Decimals And Liquidity: A Study Of The Nyse
Article first published online: 9 FEB 2004
Journal of Financial Research
Volume 27, Issue 1, pages 75–94, March 2004
How to Cite
Chakravarty, S., Wood, R. A. and Van Ness, R. A. (2004), Decimals And Liquidity: A Study Of The Nyse. Journal of Financial Research, 27: 75–94. doi: 10.1111/j.1475-6803.2004.00078.x
- Issue published online: 9 FEB 2004
- Article first published online: 9 FEB 2004
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