Order submission, information asymmetry, and tick size
Year of publication: |
2022
|
---|---|
Authors: | Zhu, Hongyu ; Yamamoto, Ryuichi |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 74.2022, p. 1-22
|
Subject: | Information asymmetry | Market conditions | Market microstructure | Order submissions | Tick size reduction | Tokyo Stock Exchange | Asymmetrische Information | Asymmetric information | Marktmikrostruktur | Wertpapierhandel | Securities trading | Geld-Brief-Spanne | Bid-ask spread | Japan | Börse | Bourse | Aktienmarkt | Stock market |
-
Price dynamics and market liquidity : an intraday event study on Euronext
Mazza, Paolo, (2015)
-
Tayeh, Mohammad, (2016)
-
Limit order submission risks, order choice, and tick size
Yamamoto, Ryuichi, (2020)
- More ...
-
Order Submission, Information Asymmetry, and Tick Size
zhu, hongyu, (2022)
-
High-Frequency Herding and Stock Prices
Zhu, Hongyu, (2023)
-
The impact of imitation on long memory in an order-driven market
LeBaron, Blake Dean, (2008)
- More ...