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Korean Journal of Financial Studies 2008;37(1):41-75.
Published online February 28, 2008.
Can Sub-Penny Pricing Reduce Trading Costs?
Bidisha Chakrabarty, Kee H. Chung
Can Sub-Penny Pricing Reduce Trading Costs?
Bidisha Chakrabarty, Kee H. Chung
Key Words: Decimalization,Electronic Communications Network,Markov Chain Monte Carlo,Quote Aggressiveness,Sub-penny Quotation
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