Limit order submission risks, order choice, and tick size
Ryuichi Yamamoto
| Year of publication: |
2020
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|---|---|
| Authors: | Yamamoto, Ryuichi |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 59.2020, p. 1-20
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| Subject: | Limit order submission risk | Market microstructure | Order aggressiveness | Tick size | Tokyo stock exchange | Wertpapierhandel | Securities trading | Marktmikrostruktur | Börsenhandel | Stock exchange trading | Finanzmarkt | Financial market | Finanzmarktregulierung | Financial market regulation | Geld-Brief-Spanne | Bid-ask spread |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2019.101261 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012231313