著者
丸山 博之
出版者
一般社団法人 人工知能学会
雑誌
人工知能学会第二種研究会資料 (ISSN:24365556)
巻号頁・発行日
vol.2022, no.FIN-029, pp.14-17, 2022-10-08 (Released:2022-10-01)

Stock exchanges are making many changes to become a more desirable market. One of these efforts is changing the tick size. This represents the unit of order price when an investor places an order. In this study, we estimated the change point for trading volume in the period before and after this change. As a result, it became clear that the change point exists before the actual tick size change date.