Waiting costs and limit order book liquidity : evidence from the ex-dividend deadline in Australia
Year of publication: |
2014
|
---|---|
Authors: | Ainsworth, Andrew ; Lee, Adrian D. |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 20.2014, p. 101-128
|
Subject: | Waiting costs | Order aggressiveness | Liquidity | Bid-ask spread | Ex-dividend day | Australien | Australia | Geld-Brief-Spanne | Dividende | Dividend | Wertpapierhandel | Securities trading | Liquidität | Marktmikrostruktur | Market microstructure | Börse | Bourse |
-
Kyle, Albert S., (2020)
-
Liquidity measures and cost of trading in an illiquid market
Armitage, Seth, (2014)
-
Tayeh, Mohammad, (2016)
- More ...
-
Can firm‐specific dividend drop‐off ratios be used to infer shareholder marginal tax rates?
Ainsworth, Andrew, (2018)
-
Waiting Costs and Limit Order Book Liquidity : Evidence from the Ex-Dividend Deadline in Australia
Ainsworth, Andrew, (2014)
-
Are Australian Superannuation Industry Fees Too High?
Ainsworth, Andrew, (2016)
- More ...