search query: @author Charoenwong, C. / total: 3
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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. |
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