Author:
BOEHMER EKKEHART,SAAR GIDEON,YU LEI
Subject
Economics and Econometrics,Finance,Accounting
Reference49 articles.
1. Limit orders, depth and volatility: Evidence from the Stock Exchange of Hong Kong;Ahn;Journal of Finance,2001
2. Asset pricing and the bid-ask spread;Amihud;Journal of Financial Economics,1986
3. Who benefits from an open limit-order book?;Baruch;Journal of Business,2005
4. Bessembinder , Hendrik 2003 Selection biases and cross-market trading costs comparisons
5. Price formation and equilibrium liquidity in fragmented and centralized markets;Biais;Journal of Finance,1993
Cited by
220 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