Search costs and investor trading activity : evidence from limit order books
William T. Lin, Shih-Chuan Tsai, and David S. Sun
| Year of publication: |
2012
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| Authors: | Lin, William ; Tsai, Shih-chuan ; Sun, David S. |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 48.2012, 3, p. 4-30
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| Subject: | execution cost | limit order book | liquidity | market depth | search model | Wertpapierhandel | Securities trading | Informationskosten | Information costs | Marktmikrostruktur | Market microstructure | Theorie | Theory | Handelsvolumen der Börse | Trading volume | Liquidität | Liquidity | Börsenhandel | Stock exchange trading | Geld-Brief-Spanne | Bid-ask spread | Transaktionskosten | Transaction costs | Elektronisches Handelssystem | Electronic trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009682772