{"id":"https://openalex.org/W2015189325","doi":"https://doi.org/10.1016/s0378-4266(96)00008-8","title":"The accuracy of the tick test: Evidence from the Australian stock exchange","display_name":"The accuracy of the tick test: Evidence from the Australian stock exchange","publication_year":1996,"publication_date":"1996-12-01","ids":{"openalex":"https://openalex.org/W2015189325","doi":"https://doi.org/10.1016/s0378-4266(96)00008-8","mag":"2015189325"},"language":"en","primary_location":{"id":"doi:10.1016/s0378-4266(96)00008-8","doi":"https://doi.org/10.1016/s0378-4266(96)00008-8","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s0378-4266(96)00008-8","pdf_url":null,"source":{"id":"https://openalex.org/S2876017","display_name":"Journal of Banking & Finance","issn_l":"0378-4266","issn":["0378-4266","1872-6372"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","fnege-1","jufo-2","norway-2","poland-140","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Banking &amp; Finance","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5042020396","display_name":"Michael Aitken","orcid":"https://orcid.org/0000-0002-2693-9409","observed_orcids":["https://orcid.org/0000-0002-2693-9409"]},"institutions":[{"id":"https://openalex.org/I129604602","display_name":"The University of Sydney","ror":"https://ror.org/0384j8v12","country_code":"AU","type":"education","lineage":["https://openalex.org/I129604602"]}],"countries":["AU"],"is_corresponding":true,"raw_author_name":"Michael Aitken","raw_affiliation_strings":["Department of Finance, University of Sydney, Sydney, NSW 2006, Australia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Finance, University of Sydney, Sydney, NSW 2006, Australia","institution_ids":["https://openalex.org/I129604602"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5065143910","display_name":"Alex Frino","orcid":"https://orcid.org/0000-0002-5290-2925","observed_orcids":["https://orcid.org/0000-0002-5290-2925","https://orcid.org/0009-0009-6957-1956","https://orcid.org/0000-0001-5141-4447"]},"institutions":[{"id":"https://openalex.org/I129604602","display_name":"The University of Sydney","ror":"https://ror.org/0384j8v12","country_code":"AU","type":"education","lineage":["https://openalex.org/I129604602"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Alex Frino","raw_affiliation_strings":["Department of Finance, University of Sydney, Sydney, NSW 2006, Australia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Finance, University of Sydney, Sydney, NSW 2006, Australia","institution_ids":["https://openalex.org/I129604602"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5042020396"],"corresponding_institution_ids":["https://openalex.org/I129604602"],"apc_list":{"value":3340,"currency":"USD","value_usd":3340},"apc_paid":null,"fwci":3.9082,"has_fulltext":false,"cited_by_count":87,"citation_normalized_percentile":{"value":0.93537747,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"20","issue":"10","first_page":"1715","last_page":"1729"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9990000128746033,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9990000128746033,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.0003000000142492354,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.00019999999494757503,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/tick-data","display_name":"tick data","score":0.36399999260902405},{"id":"https://openalex.org/keywords/intraday-data","display_name":"intraday data","score":0.6299999952316284},{"id":"https://openalex.org/keywords/australian-securities-exchange","display_name":"Australian Stock Exchange","score":0.6880000233650208},{"id":"https://openalex.org/keywords/market-volatility","display_name":"market volatility","score":0.7239999771118164},{"id":"https://openalex.org/keywords/market-microstructure","display_name":"market microstructure","score":0.5230000019073486}],"concepts":[{"id":"https://openalex.org/C63479239","wikidata":"https://www.wikidata.org/wiki/Q7353546","display_name":"Robustness (evolution)","level":3,"score":0.7112536430358887},{"id":"https://openalex.org/C2776689027","wikidata":"https://www.wikidata.org/wiki/Q1354947","display_name":"Tick size","level":3,"score":0.5603647232055664},{"id":"https://openalex.org/C2779620486","wikidata":"https://www.wikidata.org/wiki/Q10304508","display_name":"Tick","level":2,"score":0.5556207895278931},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.500058650970459},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.4854503273963928},{"id":"https://openalex.org/C2780148112","wikidata":"https://www.wikidata.org/wiki/Q1432581","display_name":"Proxy (statistics)","level":2,"score":0.4431094527244568},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4331575036048889},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4305492341518402},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.42734211683273315},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.3919594883918762},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3900008797645569},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.33652228116989136},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.19385001063346863},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.14295855164527893},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.1265748143196106},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.11863908171653748},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.10529115796089172},{"id":"https://openalex.org/C18903297","wikidata":"https://www.wikidata.org/wiki/Q7150","display_name":"Ecology","level":1,"score":0.07059130072593689},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/s0378-4266(96)00008-8","doi":"https://doi.org/10.1016/s0378-4266(96)00008-8","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s0378-4266(96)00008-8","pdf_url":null,"source":{"id":"https://openalex.org/S2876017","display_name":"Journal of Banking & Finance","issn_l":"0378-4266","issn":["0378-4266","1872-6372"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","fnege-1","jufo-2","norway-2","poland-140","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Banking &amp; Finance","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:jbfina:v:20:y:1996:i:10:p:1715-1729","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0378-4266(96)00008-8","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320320966","display_name":"University of Sydney","ror":"https://ror.org/0384j8v12"},{"id":"https://openalex.org/F4320334704","display_name":"Australian Research Council","ror":"https://ror.org/05mmh0f86"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":7,"referenced_works":["https://openalex.org/W777438934","https://openalex.org/W1538563434","https://openalex.org/W2033308164","https://openalex.org/W2035204684","https://openalex.org/W2041978543","https://openalex.org/W2081790542","https://openalex.org/W2093362178"],"related_works":["https://openalex.org/W2109471953","https://openalex.org/W3122294414","https://openalex.org/W3165403133","https://openalex.org/W2061267975","https://openalex.org/W3023107301","https://openalex.org/W7212183997","https://openalex.org/W1978077816","https://openalex.org/W2046884327","https://openalex.org/W2008778360","https://openalex.org/W2562484165"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":5},{"year":2021,"cited_by_count":4},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":5},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":5},{"year":2013,"cited_by_count":5},{"year":2012,"cited_by_count":3}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2016-06-24T00:00:00"}
