Search costs and investor trading activity: evidences from limit order book
Year of publication: |
2010-08
|
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Authors: | Lin, William ; Tsai, Shih-Chuan ; Sun, David |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Liquidity | search model | limit order book | market depth | execution cost |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | G12 - Asset Pricing ; L11 - Production, Pricing, and Market Structure Size; Size Distribution of Firms ; C14 - Semiparametric and Nonparametric Methods ; D82 - Asymmetric and Private Information ; D83 - Search, Learning, Information and Knowledge |
Source: |
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Search costs and investor trading activity : evidence from limit order books
Lin, William, (2012)
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Search Costs and Investor Trading Activity: Evidence from Limit Order Books
Lin, William T., (2012)
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Does trading remove or bring frictions?
Lin, William, (2010)
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Does trading remove or bring frictions?
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