Impact of Tick Size Reduction on Liquidity Index in Tokyo Stock Exchange

Hiroyuki Maruyama, Tomoaki Tabata, Takaaki Hosoda. Impact of Tick Size Reduction on Liquidity Index in Tokyo Stock Exchange. In Tokuro Matsuo, Kunihiko Takamatsu, Yuichi Ono, Sachio Hirokawa, editors, 9th International Congress on Advanced Applied Informatics, IIAI-AAI 2020, Kitakyushu, Japan, September 1-15, 2020. pages 748-753, IEEE, 2020. [doi]

Abstract

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