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  • Search: subject:"Sequential ordered probit"
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Auction 1 Auktion 1 Bid-ask spread 1 Börsenhandel 1 Börsenkurs 1 Closing call auction 1 Expectation effect 1 Geld-Brief-Spanne 1 Limit order book 1 Market microstructure 1 Market transparency 1 Marktmikrostruktur 1 Order aggressiveness 1 Securities trading 1 Sequential ordered probit 1 Share price 1 Stock exchange trading 1 Theorie 1 Theory 1 Wertpapierhandel 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Chen, Shu-Heng 1 Tseng, Yi-Heng 1
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Pacific-Basin finance journal 1
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ECONIS (ZBW) 1
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Limit order book transparency and order aggressiveness at the closing call : lessons from the TWSE 2012 new information disclosure mechanism
Tseng, Yi-Heng; Chen, Shu-Heng - In: Pacific-Basin finance journal 35 (2015) 1, pp. 241-272
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