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, Yan Leung |
| Published in: |
Journal of Financial Markets. - Elsevier, ISSN 1386-4181. - Vol. 8.2005, 4, p. 421-451
|
| Publisher: |
Elsevier |