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Reexamining the impact of closing call auction on market quality : a natural experiment from the Shanghai stock exchange
Han, Qian; Zhao, Chengzhi; Chen, Jing; Guo, Qian - In: Pacific-Basin finance journal 74 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013389486
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Dealership versus continuous auction : evidence from the JASDAQ market
Iwatsubo, Kentaro; Rhee, S. Ghon; Zhang, Ye Zhou - In: Pacific-Basin finance journal 77 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014463665
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Information based trade, the PIN variable, and portfolio style differences : evidence from Tokyo stock exchange firms
Kubota, Keiichi; Takehara, Hitoshi - In: Pacific-Basin finance journal 17 (2009) 3, pp. 319-337
Persistent link: https://www.econbiz.de/10003835884
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Special section: Asia-Pacific market microstructure
Comerton-Forde, Carole (contributor) - In: Pacific-Basin finance journal 17 (2009) 5, pp. 525-564
Persistent link: https://www.econbiz.de/10003895305
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Limit order book transparency and order aggressiveness at the closing call : lessons from the TWSE 2012 new information disclosure mechanism
Tseng, Yi-Heng; Chen, Shu-Heng - In: Pacific-Basin finance journal 35 (2015) 1, pp. 241-272
Persistent link: https://www.econbiz.de/10011538265
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Predicting future price volatility : empirical evidence from an emerging limit order market
Jain, Pawan; Jiang, Christine X. - In: Pacific-Basin finance journal 27 (2014), pp. 72-93
Persistent link: https://www.econbiz.de/10010499715
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The impact of transaction costs on price discovery : evidence from cross-listed stock index futures contracts
Frino, Alex; West, Andrew - In: Pacific-Basin finance journal 11 (2003) 2, pp. 139-151
Persistent link: https://www.econbiz.de/10001758257
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The intraday patterns of the spread and depth in a market without market makers : the Stock Exchange of Hong Kong
Ahn, Hee-joon; Cheung, Stephen Y. L. - In: Pacific-Basin finance journal 7 (1999) 5, pp. 539-556
Persistent link: https://www.econbiz.de/10001450544
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The changing role of foreign investors in Tokyo stock price formation
Iwatsubo, Kentaro; Watkins, Clinton - In: Pacific-Basin finance journal 67 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10013258056
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Price discovery, order submission, and tick size during preopen period
Xiao, Xijuan; Yamamoto, Ryuichi - In: Pacific-Basin finance journal 63 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012493843