Informativeness and influence of limit order books on order submissions in electronic continuous auction markets
Matthew C. Chang and Rebecca Chung-Fern Wu
| Year of publication: |
2013
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|---|---|
| Authors: | Chang, Matthew C. ; Wu, Rebecca Chung-fern |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 49.2013, Suppl.3, p. 70-97
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| Subject: | depth of limit order books | individual investors | institutional investors | liquidity | TWSE | Wertpapierhandel | Securities trading | Institutioneller Investor | Institutional investor | Anlageverhalten | Behavioural finance | Marktmikrostruktur | Market microstructure | Börsenhandel | Stock exchange trading | Elektronisches Handelssystem | Electronic trading | Auktion | Auction | Geld-Brief-Spanne | Bid-ask spread | Auktionstheorie | Auction theory |