An analysis of impact of cancellation activity on market quality : evidence from China
Gang Chu, Yongjie Zhang, Xiaotao Zhang
| Year of publication: |
2021
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|---|---|
| Authors: | Chu, Gang ; Zhang, Yongjie ; Zhang, Xiaotao |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 102.2021, p. 1-12
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| Subject: | Cancellation | Limit order book | Market quality | Order aggressiveness | Trading activity | China | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Spekulation | Speculation | Marktmikrostruktur | Market microstructure | Geld-Brief-Spanne | Bid-ask spread | Börsenhandel | Stock exchange trading | Handelsvolumen der Börse | Trading volume | Marktliquidität | Market liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2021.105560 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012796584