Similar Search Results

Price clustering on the limit-order book: Evidence from the Stock Exchange of Hong Kong

Ahn, Hee-Joon; Cai, Jun; Cheung, Yan Leung - In: Journal of Financial Markets 8 (2005) 4, pp. 421-451

Persistent link: https://www.econbiz.de/10005320026

The intraday patterns of the spread and depth in a market without market makers: The Stock Exchange of Hong Kong

Ahn, Hee-Joon; Cheung, Yan-Leung - In: Pacific-Basin Finance Journal 7 (1999) 5, pp. 539-556

Persistent link: https://www.econbiz.de/10005210410

Adverse selection, brokerage coverage, and trading activity on the Tokyo Stock Exchange

Ahn, Hee-Joon; Cai, Jun; Hamao, Yasushi; Ho, Richard Y.K. - In: Journal of Banking & Finance 29 (2005) 6, pp. 1483-1508

Persistent link: https://www.econbiz.de/10005213485

Tick size change and liquidity provision on the Tokyo Stock Exchange

Ahn, Hee-Joon; Cai, Jun; Chan, Kalok; Hamao, Yasushi - In: Journal of the Japanese and International Economies 21 (2007) 2, pp. 173-194

Persistent link: https://www.econbiz.de/10005377370

The components of the bid-ask spread in a limit-order market: evidence from the Tokyo Stock Exchange

Ahn, Hee-Joon; Cai, Jun; Hamao, Yasushi; Ho, Richard Y. K. - In: Journal of Empirical Finance 9 (2002) 4, pp. 399-430

Persistent link: https://www.econbiz.de/10005152470

Share repurchase tender offers and bid-ask spreads

Ahn, Hee-Joon; Cao, Charles; Choe, Hyuk - In: Journal of Banking & Finance 25 (2001) 3, pp. 445-478

Persistent link: https://www.econbiz.de/10005194585

Does trading by small investors improve or deteriorate price efficiency? Evidence from the minimum trade unit changes on the Korea exchange

Ahn, Hee-joon - In: International Journal of Financial Studies 2 (2014) 2, pp. 203-219

In this study, we investigate the effect of minimum trade unit (MTU) reductions on the Korea Exchange (KRX) on price efficiency. The KRX switched its MTU from 10 shares to one share for high-price stocks twice, once in December 2004 and once in July 2006. The MTU changes were intended to attract...

Persistent link: https://www.econbiz.de/10010421239

Tick Size, Spread, and Volume

Ahn, Hee-Joon; Cao, Charles Q.; Choe, Hyuk - In: Journal of Financial Intermediation 5 (1996) 1, pp. 2-22

Persistent link: https://www.econbiz.de/10005020791

Limit Orders, Depth, and Volatility: Evidence from the Stock Exchange of Hong Kong

Ahn, Hee-Joon - In: Journal of Finance 56 (2001) 2, pp. 767-788

We investigate the role of limit orders in the liquidity provision in a pure order-driven market. Results show that market depth rises subsequent to an increase in transitory volatility, and transitory volatility declines subsequent to an increase in market depth. We also examine how transitory...

Persistent link: https://www.econbiz.de/10005691903

Tick size change and liquidity provision on the Tokyo stock exchange

Ahn, Hee-joon; Cai, Jun; Chan, Kalok; Hamao, Yasushi - In: Journal of the Japanese and international economies : … 21 (2007) 2, pp. 173-194

Persistent link: https://www.econbiz.de/10003496570