haku: @author Chan, K. / yhteensä: 12
viite: 3 / 12
| Tekijä: | Ahn, H-J. Bae, K-H. Chan, K. |
| Otsikko: | Limit orders, depth, and volatility; evidence from the stock exchange of Hong Kong |
| Lehti: | Journal of Finance
2001 : APR, VOL. 56:2, p. 767-788 |
| Asiasana: | VOLATILITY HONG KONG |
| Vapaa asiasana: | LIMIT ORDERS MARKET DEPTH MARKET ORDERS |
| Kieli: | eng |
| Tiivistelmä: | The authors 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 orders. |
SCIMA