Waiting costs and limit order book liquidity : evidence from the ex-dividend deadline in Australia
Year of publication: |
2014
|
---|---|
Authors: | Ainsworth, Andrew ; Lee, Adrian D. |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 20.2014, p. 101-128
|
Subject: | Waiting costs | Order aggressiveness | Liquidity | Bid-ask spread | Ex-dividend day | Geld-Brief-Spanne | Australien | Australia | Dividende | Dividend | Liquidität | Transaktionskosten | Transaction costs | Wertpapierhandel | Securities trading | Börsenhandel | Stock exchange trading | Marktmikrostruktur | Market microstructure | Theorie | Theory | Betriebliche Liquidität | Corporate liquidity |
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