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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
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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
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Workup
Pancs, Romans - In: Review of economic design : RED 18 (2014) 1, pp. 37-71
Persistent link: https://www.econbiz.de/10010260021
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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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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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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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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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Optimal execution and price manipulations in time-varying limit order books
Alfonsi, Aurélien; Infante, Arturo - In: Applied mathematical finance 21 (2014) 3/4, pp. 201-237
Persistent link: https://www.econbiz.de/10010499717
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Liquidity commonality in an emerging market : evidence from the Amman stock exchange
Tayeh, Mohammad; Bino, Adel; Abu Ghunmi, Diana; Tayem, Ghada - In: International journal of economics and finance 7 (2015) 2, pp. 203-213
Persistent link: https://www.econbiz.de/10010490196
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Determinants of liquidity and execution probability in exchange operated dark pool : evidence from the Australian Securities Exchange
He, William Peng; Lepone, Andrew - In: Pacific-Basin finance journal 30 (2014), pp. 1-16
Persistent link: https://www.econbiz.de/10010495691