The Impact of Tick-Size Reductions in Foreign Currency Futures Markets

Valeria Martinez; Yiuman Tse

doi:10.1016/j.frl.2018.03.023

The Impact of Tick-Size Reductions in Foreign Currency Futures Markets

Valeria Martinez, Yiuman Tse

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Finance Research Letters
DOIs	https://doi.org/10.1016/j.frl.2018.03.023
State	Published - Mar 1 2018

Disciplines

Economics
Finance
Economic Policy

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title = "The Impact of Tick-Size Reductions in Foreign Currency Futures Markets",

author = "Valeria Martinez and Yiuman Tse",

note = "The Chicago Mercantile Exchange (CME) recently reduced the tick sizes of three foreign currency futures contracts: the Mexican peso, the Japanese yen,...",

year = "2018",

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doi = "10.1016/j.frl.2018.03.023",

language = "American English",

journal = "Finance Research Letters",

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TY - JOUR

T1 - The Impact of Tick-Size Reductions in Foreign Currency Futures Markets

AU - Martinez, Valeria

AU - Tse, Yiuman

N1 - The Chicago Mercantile Exchange (CME) recently reduced the tick sizes of three foreign currency futures contracts: the Mexican peso, the Japanese yen,...

PY - 2018/3/1

Y1 - 2018/3/1

UR - https://www.sciencedirect.com/science/article/pii/S1544612318300333

U2 - 10.1016/j.frl.2018.03.023

DO - 10.1016/j.frl.2018.03.023

M3 - Article

JO - Finance Research Letters

JF - Finance Research Letters

ER -

The Impact of Tick-Size Reductions in Foreign Currency Futures Markets

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