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A simple approximation of intraday spreads using daily data
Chung, Kee H.; Zhang, Hao - In: Journal of financial markets 17 (2014), pp. 94-120
Persistent link: https://www.econbiz.de/10010437266
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Order handling rules, tick size, and the intraday pattern of bid-ask spreads for Nasdaq stocks
Chung, Kee H.; Van Ness, Robert A. - In: Journal of financial markets 4 (2001) 2, pp. 143-161
Persistent link: https://www.econbiz.de/10001568283
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Market volatility and stock returns : the role of liquidity providers
Chung, Kee H.; Chuwonganant, Chairat - In: Journal of financial markets 37 (2018), pp. 17-34
Persistent link: https://www.econbiz.de/10012001008
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Hidden liquidity, market quality, and order submission strategies
Lee, Albert J.; Chung, Kee H. - In: Journal of financial markets 61 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013540481
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COVID-19 pandemic and the stock market : liquidity, price efficiency, and trading
Chung, Kee H.; Chuwonganant, Chairat - In: Journal of financial markets 64 (2023), pp. 1-30
Persistent link: https://www.econbiz.de/10014466123