Limit Orders, Depth, and Volatility: Evidence from the...

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

Hee-Joon Ahn, Kee-Hong Bae and Kalok Chan
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Volume:
56
Language:
english
Journal:
The Journal of Finance
DOI:
10.2307/222582
Date:
April, 2001
File:
PDF, 473 KB
english, 2001
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