Search Results - subject:"book information"

Valuing Japanese corporations: A new perspective on Japan's stock market "bubble" of the 1980s

Arato, Hiroki; Yamada, Katsunori - 2010

Employing a new accounting data set we apply the framework of McGrattan and Prescott (2005) to the Japanese economy in order to assess if Japanese stocks were priced correctly in the period after 1980. We find that the stock market tended to undervalue the fundamental value of installed capital....

Persistent link: https://www.econbiz.de/10010332440

The effect of limit order book information on investors with different risk attitudes

Wang, Ya-hui; Lai, Chien-Chih - In: The international journal of business and finance … 9 (2015) 1, pp. 113-120

Persistent link: https://www.econbiz.de/10010515350

The Effect of Limit Order Book Information on Investors with Different Risk Attitudes

Wang, Ya-Hui; Lai, Chien-Chih - In: The International Journal of Business and Finance Research 9 (2015) 1, pp. 113-120

order book information and then decide their order aggressiveness and order placement strategies. The purpose of this study … is to investigate the relationships and effects of risk attitudes, limit order book information, and price clustering …. The research results show there are in fact significant relationships among risk attitudes, limit order book information …

Persistent link: https://www.econbiz.de/10010961449

Anonymity and the information content of the limit order book

Huu Nhan Duong; Kalev, Petko S. - In: Journal of international financial markets, … 30 (2014), pp. 205-219

Persistent link: https://www.econbiz.de/10011293762

Anonymity and the Information Content of the Limit Order Book

Duong, Huu Nhan; Kalev, Petko S. - In: Journal of International Financial Markets, … 30 (2014) C, pp. 205-219

We investigate the effect of broker anonymity on the information content of the limit order book on the Australian Stock Exchange. We argue that the move to anonymity has stronger impact on institutional than individual investors. We document that anonymity increases the informativeness of...

Persistent link: https://www.econbiz.de/10010789911

A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market

Hall, Anthony D.; Hautsch, Nikolaus - Finance Discipline Group, Business School - 2004

evidence for the hypothesis that traders use order book information in order to infer from the price setting behavior of market …

Persistent link: https://www.econbiz.de/10005041745

A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market

Hall, Anthony D.; Hautsch, Nikolaus - Økonomisk Institut, Københavns Universitet - 2004

evidence for the hypothesis that traders use order book information in order to infer from the price setting behavior of market …

Persistent link: https://www.econbiz.de/10005749716

A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market

Hall, Anthony D.; Hautsch, Nikolaus - Økonomisk Institut, Københavns Universitet - 2004

evidence for the hypothesis that traders use order book information in order to infer from the price setting behavior of market …

Persistent link: https://www.econbiz.de/10005543579