Price clustering on the limit-order book : evidence from the stock exchange of Hong Kong
Year of publication: |
2005
|
---|---|
Authors: | Ahn, Hee-joon ; Cai, Jun ; Cheung, Stephen Y. L. |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 8.2005, 4, p. 421-451
|
Subject: | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading | Börsenkurs | Share price | Hongkong | Hong Kong |
-
Gao, Pengjie, (2011)
-
Research, Hong Kong Institute for Monetary and Financial, (2022)
-
Optimal execution in Hong Kong given a market-on-close benchmark
Frei, Christoph, (2018)
- More ...
-
What moves German Bund futures contracts on the Eurex?
Ahn, Hee-joon, (2002)
-
Ahn, Hee-joon, (1999)
-
Does corporate social responsibility matter in Asian emerging markets?
Cheung, Stephen Y. L., (2010)
- More ...