Commonality in Liquidity: Evidence from an Order-Driven Market Structure
Author:
Publisher
Wiley
Subject
Finance,Accounting
Reference17 articles.
1. Limit Orders, Depth, and Volatility: Evidence from the Stock Exchange of Hong Kong
2. The intraday patterns of the spread and depth in a market without market makers: The Stock Exchange of Hong Kong
3. Stealth trading and volatility
4. Inter- and intra-day liquidity patterns on the Stock Exchange of Hong Kong
5. An analysis of depth behavior in an electronic, order-driven environment
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