The use of undisclosed limit orders on the Australian Stock Exchange

Author:

Aitken Michael J,Berkman Henk,Mak Derek

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference19 articles.

1. Sunshine trading and financial market equilibrium;Admati;Review of Financial Studies,1991

2. Aitken, M.J., Brown, P., Walter, T., 1996. Infrequent trading and firm size as explanations for the intra-day patterns in returns on SEATS. Working Paper, Securities Industry Research Centre of Asia–Pacific

3. Large option trades, market makers, and limit orders;Berkman;Review of Financial Studies,1996

4. Berkman, H., Hayes, L., 2000. The role of floor brokers in the supply of liquidity: An empirical analysis. Journal of Futures Markets, forthcoming

5. An empirical analysis of the limit order book and the order flow in the Paris Bourse;Biais;Journal of Finance,1995

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