مرکز منطقه ای اطلاع رساني علوم و فناوري - Price clustering on the limit-order book: Evidence from the Stock Exchange of Hong Kong

Title of article :

Price clustering on the limit-order book: Evidence from the Stock Exchange of Hong Kong

Author/Authors :

Hee-Joon Ahn، نويسنده , , Jun Cai، نويسنده , , Yan-Leung Cheung، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

421

To page :

451

Keywords :

Electronic limit-order book , Price clustering , Short sale restrictions , Asymmetry in price clustering

Journal title :

Journal of Financial Markets

Serial Year :

2005

Journal title :

Journal of Financial Markets

Record number :

189481

Link To Document :