Order book price impact in the Chinese soybean futures market
Muzhao Jin, Fearghal Kearney, Youwei Li, Yung Chiang Yang
| Year of publication: |
2023
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|---|---|
| Authors: | Jin, Muzhao ; Kearney, Fearghal ; Li, Youwei ; Yang, Yung Chiang |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 1, p. 606-625
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| Subject: | futures market | limit order book | order flow imbalance | price impact | Wertpapierhandel | Securities trading | Börsenkurs | Share price | China | Derivat | Derivative | Marktmikrostruktur | Market microstructure | Sojabohne | Soybean | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2439 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014253242