Narrow search
Showing 1 - 7 of 7
Cover Image
Returns, volatility, and liquidity on the ASX : undisclosed versus disclosed limit orders
Allen, David E.; Cheng, Alexander Shu-sing; … - In: Stock market liquidity : implications for market …, (pp. 227-245). 2008
Persistent link: https://www.econbiz.de/10003650538
Cover Image
The impact of undisclosed vs. disclosed limit orders : evidence from inter-day returns, signalling, information effects on the ASX
Allen, David E.; Cheng, Alexander Shu-sing; Yang, Joey … - 2007
Persistent link: https://www.econbiz.de/10003669080
Cover Image
Liquidation discount : a novel application of ARFIMA-GARCH
Singh, Ranjodh B.; Gould, John; Chan, Felix; Yang, Wenling - In: Journal of empirical finance 36 (2016), pp. 151-161
Persistent link: https://www.econbiz.de/10011662835
Cover Image
Pinning down an effective measure for probability of informed trading
Petchey, James; Wee, Marvin; Yang, Wenling - In: Pacific-Basin finance journal 40 (2016), pp. 456-475
Persistent link: https://www.econbiz.de/10011712277
Cover Image
The evolution of informed liquidity provision : evidence from an order-driven market
Wee, Marvin; Yang, Wenling - In: European financial management : the journal of the … 22 (2016) 5, pp. 882-915
Persistent link: https://www.econbiz.de/10011713172
Cover Image
Insider trading and the algorithmic trading environment
Chang, Millicent; Gould, John; Huang, Yuyun; Sirimon … - In: International review of finance : the official journal … 22 (2022) 4, pp. 725-750
Persistent link: https://www.econbiz.de/10013472711
Cover Image
Strategic trading by insiders in the presence of institutional investors
Hoang Lai Trung; Wee, Marvin; Yang, Wenling - In: Journal of financial markets 64 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014466099