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Author:Charoenwong, C.
Chung, K. H.
Title:An empirical analysis of quoted depths of NYSE and Amex stocks
Journal:Review of Quantitative Finance and Accounting
2000 : JAN, VOL. 14:1, p. 85-102
Index terms:Stock markets
Liquidity
Insider trading
Models
Language:eng
Abstract:In this study, there is strong intertemporal / cross-sectional correlations found btw. quoted depths and various security characteristics for a sample of stocks listed on the NYSE and AMEX. There are also more results reported in the study.
SCIMA record nr: 202124
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