Behaviors of liquidity patterns in a limit order-driven market, an evidence from Chinese stock markets
Year of publication: |
2005
|
---|---|
Authors: | Guo, Mingyuan ; Tian, Gary G. ; Australian Conference of Economists 34th 25-28 Sep. 2005 Melbourne, Vic. |
Institutions: | University of Western Sydney ; University of Western Sydney ; University of Western Sydney ; College of Law and Business ; School of Economics and Finance |
Publisher: |
Melbourne, Vic. University of Melbourne |
Subject: | stock exchanges | stocks | volatility | liquidity | intraday data | China |
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