Speed and trading behavior in an order-driven market
Year of publication: |
2019
|
---|---|
Authors: | Park, Seongkyu Gilbert ; Ryu, Doojin |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 53.2019, p. 145-164
|
Subject: | Limit order market | Low-latency | Market order | Marketable limit order | Order submission | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Börsenhandel | Stock exchange trading | Theorie | Theory | Marktmikrostruktur | Market microstructure |
-
Price dynamics and market liquidity : an intraday event study on Euronext
Mazza, Paolo, (2015)
-
Order aggressiveness, price impact, and investment performance in a pure order-driven stock market
Hung, Pi-Hsia, (2015)
-
Hung, Pi-Hsia, (2019)
- More ...
-
Contract Size Changes in the Options Market : Effects on Market Efficiency and Investor Behavior
Park, Seongkyu Gilbert, (2021)
-
Trade duration, informed trading, and option moneyness
Chung, Kee H., (2016)
-
Contract size changes in the options market : effects on market efficiency and investor behaviour
Park, Seongkyu, (2021)
- More ...