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

Ahn, Hee-Joon; Bae, Kee-Hong; Chan, Kalok - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 767-788

Persistent link: https://www.econbiz.de/10006565411

Relationships among Perceived Organizational Core Values, Corporate Social Responsibility, Ethics, and Organizational Performance Outcomes: An Empirical Study of Information Techno...

Cheung, Yan Leung; Tan, Weiqiang; Ahn, Hee-Joon; Zhang, … - In: Journal of business ethics : JOBE 92 (2010) 3, pp. 341-360

Persistent link: https://www.econbiz.de/10008382431

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/10007730223

Do informed traders trade more when the market is thick? : evidence from the Nikkei 225 index redefinition of April 2000

Ahn, Hee-joon; Cai, Jun; Chung, Jay M. - In: Asia-Pacific journal of financial studies 39 (2010) 4, pp. 495-523

Persistent link: https://www.econbiz.de/10009958520

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/10007234580

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/10007133219

Does Corporate Social Responsibility Matter in Asian Emerging Markets?

Cheung, Yan; Tan, Weiqiang; Ahn, Hee-Joon; Zhang, Zheng - In: Journal of Business Ethics 92 (2010) 3, pp. 401-413

Persistent link: https://www.econbiz.de/10008522386

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

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

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/10010769244