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Order preferencing and market quality on NASDAQ before and after decimalization
Chung, Kee H.; Chuwonganant, Chairat; McCormick, D. Timothy - In: Journal of financial economics 71 (2004) 3, pp. 581-612
Persistent link: https://www.econbiz.de/10001966721
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Limit orders and the bid-ask spread
Chung, Kee H.; VanNess, Bonnie F.; VanNess, Robert A. - In: Journal of financial economics 53 (1999) 2, pp. 255-287
Persistent link: https://www.econbiz.de/10001387836
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Uncertainty, market structure, and liquidity
Chung, Kee H.; Chuwonganant, Chairat - In: Journal of financial economics 113 (2014) 3, pp. 476-499
Persistent link: https://www.econbiz.de/10010495807
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Tick size, liquidity for small and large orders, and price informativeness : evidence from the Tick Size Pilot Program
Chung, Kee H.; Lee, Albert J.; Rösch, Dominik - In: Journal of financial economics 136 (2020) 3, pp. 879-899
Persistent link: https://www.econbiz.de/10012545740
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Volatility and the cross-section of corporate bond returns
Chung, Kee H.; Wang, Junbo; Wu, Chunchi - In: Journal of financial economics 133 (2019) 2, pp. 397-417
Persistent link: https://www.econbiz.de/10012165603
Cover Image
Order preferencing and market quality on NASDAQ before and after decimalization
Chung, Kee H.; Chuwonganant, Chairat; Mccormick, D.Timothy - In: Journal of financial economics 71 (2004) 3, pp. 581-612
Persistent link: https://www.econbiz.de/10006504787