Price clustering on the limit-order book: Evidence from the...

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

Hee-Joon Ahn, Jun Cai, Yan Leung Cheung
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
8
Year:
2005
Language:
english
DOI:
10.1016/j.finmar.2005.07.001
File:
PDF, 260 KB
english, 2005
Conversion to is in progress
Conversion to is failed