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Modern finance and global trading cooperation : proceedings of the 5th International Annual Conference on WTO and Financial Engineering, May 18 - 20, 2008, Hangzhou, China

Zhang, Henry (contributor) - 2008 - 1. ed.

Persistent link: https://www.econbiz.de/10003769936

Statistic application in scientific and social reformation : conference proceedings of the 3rd International Institute of Statistics & Management Engineering Symposium, Weihai, Chi...

Zhu, Konglai (contributor); Zhang, Henry (contributor) - 2010

Persistent link: https://www.econbiz.de/10008938381

Comprehensive evaluation of economy and society with statistical science : conference proceedings of the 3rd International Institute of Statistics & Management Engineering Symposiu...

Zhu, Konglai (contributor); Zhang, Henry (contributor) - 2010

Persistent link: https://www.econbiz.de/10008938383

An international trend in market design : endogenous effects of limit order book transparency on volatility, spreads, depth and volume

Pham, Thu Phuong; Westerholm, P. Joakim - 2013

Persistent link: https://www.econbiz.de/10010211416

Execution costs of market designs worldwide during the global credit crisis

Westerholm, P. Joakim; Leung, Henry - In: The journal of trading 6 (2011) 4, pp. 60-81

Persistent link: https://www.econbiz.de/10009349001

An International Trend in Market Design : Endogenous Effects of Limit Order Book Transparency on Volatility, Spreads, Depth and Volume

Pham, Thu Phuong; Westerholm, P. Joakim - 2020

Following other leading international securities markets, the Tokyo stock exchange [TSE] has adopted a publicly displayed but anonymous limit order book, and we ask: how is market quality affected? Accounting for fixed effects and endogeneity, we find increased volatility and higher order book...

Persistent link: https://www.econbiz.de/10014153455