Author:
Domowitz Ian,Hansch Oliver,Wang Xiaoxin
Subject
Economics and Econometrics,Finance
Reference14 articles.
1. Australian Stock Exchange reference guide and ASX website: www.asx.com.
2. Bauer, W., 2004, Commonality in liquidity in pure order-driven markets. Working paper.
3. Belsley, D., Kuh, E., Welsh, R.E., 1980. Regression Diagnostics. Wiley, New York, pp. 100–104.
4. An empirical analysis of the limit order book and the order flow in the Paris bourse;Biais;Journal of Finance,1995
5. Commonality in liquidity: evidence from an order-driven market structure;Brockman;Journal of Financial Research,2002
Cited by
91 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献