Returns, volatility, and liquidity on the ASX : undisclosed versus disclosed limit orders
David E. Allen; Alexander Shu-sing Cheng; Carole Comerton-Forde and Joey Wenling Yang
| Year of publication: |
2008
|
|---|---|
| Authors: | Allen, David E. ; Cheng, Alexander Shu-sing ; Comerton-Forde, Carole ; Yang, Joey Wenling |
| Published in: |
Stock market liquidity : implications for market microstructure and asset pricing. - Hoboken, N.J. : Wiley, ISBN 978-0-470-18169-0. - 2008, p. 227-245
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| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Liquidität | Liquidity | Informationswert | Information value | Wertpapierhandel | Securities trading | Börsenhandel | Stock exchange trading | Australien | Australia |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003650538