Price limit performance: evidence from transactions data and the limit order book
| Year of publication: |
2005
|
|---|---|
| Authors: | Chan, Soon Huat ; Kim, Kenneth A. ; Rhee, S. Ghon |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 12.2005, 2, p. 269-290
|
| Publisher: |
Elsevier |