Order book price impact in the Chinese soybean futures market-Reference-Cited by-同舟云学术

Order book price impact in the Chinese soybean futures market

Published:2021-01-03 Issue: Volume: Page:
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int J Fin Econ

Author:

Jin Muzhao¹,Kearney Fearghal¹^ORCID,Li Youwei²^ORCID,Yang Yung Chiang³^ORCID

Affiliation:

1. Queen's Management School Queen's University Belfast Belfast UK

2. Hull University Business School University of Hull Hull UK

3. Management School University of Liverpool Liverpool UK

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.2439

Reference50 articles.

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3. A Theory of Intraday Patterns: Volume and Price Variability

4. Stock returns, order imbalances, and commonality: Evidence on individual, institutional, and proprietary investors in China

5. The effectiveness of price limits in an emerging market: Evidence from the Korean Stock Exchange

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