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Price movers on the stock exchange of Thailand : evidence from a fully automated order-driven market
Charoenwong, Charlie; Ding, David K.; Jenwittayaroje, … - In: The financial review : the official publication of the … 45 (2010) 3, pp. 761-783
Persistent link: https://www.econbiz.de/10009374241
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Specialists, limit-order traders, and the components of the bid-ask spread
Chung, Kee H.; Ness, Bonnie F. van; Ness, Robert A. van - In: The financial review : the official publication of the … 39 (2004) 2, pp. 255-270
Persistent link: https://www.econbiz.de/10002041209
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Adverse-selection costs and the probability of information-based trading
Chung, Kee H.; Li, Mingsheng - In: The financial review : the official publication of the … 38 (2003) 2, pp. 257-272
Persistent link: https://www.econbiz.de/10001794880
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Exit, survival, and competitive equilibrium in dealer markets
Chung, Kee H.; Chuwonganant, Chairat - In: The financial review : the official publication of the … 49 (2014) 3, pp. 435-460
Persistent link: https://www.econbiz.de/10010401381