Order imbalance and its impact on market performance : order-driven vs. quote-driven markets
Year of publication: |
2007
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Authors: | Huang, Yu chuan ; Chou, Jian-Hsin |
Published in: |
Journal of business finance & accounting : JBFA. - Hudson, NY : John Wiley & Sons Ltd, ISSN 0306-686X, ZDB-ID 192962-8. - Vol. 34.2007, 9/10, p. 1596-1614
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Subject: | Handelsvolumen der Börse | Trading volume | Wertpapierhandel | Securities trading | Auftragsabwicklung | Order processing | Geld-Brief-Spanne | Bid-ask spread | Index-Futures | Index futures | Taiwan |
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