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71
An empirical analysis of the Shanghai and Shenzhen limit order books
Chung, Huimin
;
Gao, Cheng
;
Lu, Jie
;
Mizrach, Bruce Marshall
- In:
Economic modelling
34
(
2013
),
pp. 37-41
Persistent link: https://www.econbiz.de/10010360623
Saved in:
72
Price jump prediction in a limit order book
Zheng, Ban
;
Moulines, Eric
;
Abergel, Frédéric
- In:
Journal of mathematical finance
3
(
2013
)
2
,
pp. 242-255
Persistent link: https://www.econbiz.de/10010239589
Saved in:
73
Informativeness and influence of limit order books on order submissions in electronic continuous auction markets
Chang, Matthew C.
;
Wu, Rebecca Chung-fern
- In:
Emerging markets finance & trade : a journal of the …
49
(
2013
),
pp. 70-97
Persistent link: https://www.econbiz.de/10010204875
Saved in:
74
The information content of the thinner order book following tick size reduction : evidence from the Taiwan Stock Exchange
Chien, Cheng-yi
;
Liao, Tzu-hsiang
;
Lee, Hsiu-chuan
- In:
Managerial finance
40
(
2014
)
3
,
pp. 218-233
Persistent link: https://www.econbiz.de/10010256740
Saved in:
75
Intraday liquidity patterns in limit order books
Malik, Azeem
;
Wing Lon Ng
- In:
Studies in economics and finance
31
(
2014
)
1
,
pp. 46-71
Persistent link: https://www.econbiz.de/10010258798
Saved in:
76
Workup
Pancs, Romans
- In:
Review of economic design : RED
18
(
2014
)
1
,
pp. 37-71
Persistent link: https://www.econbiz.de/10010260021
Saved in:
77
A specialist's quoted depth and the limit order book
Kavajecz, Kenneth A.
-
1996
Persistent link: https://www.econbiz.de/10010364350
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78
Some hypotheses on commonality in liquidity : new evidence from the Chinese stock market
Narayan, Paresh Kumar
;
Zhang, Zhichao
;
Zheng, Xinwei
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
5
,
pp. 915-944
Persistent link: https://www.econbiz.de/10011561139
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79
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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80
Market impacts of trades for stocks listed on the Borsa Istanbul
Aktas, Osman Ulas
;
Kryzanowski, Lawrence
- In:
Emerging markets review
20
(
2014
),
pp. 152-175
Persistent link: https://www.econbiz.de/10010419452
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