Price clustering on the limit-order book: Evidence from the Stock Exchange of Hong Kong
Hee-Joon Ahn, Jun Cai, Yan Leung CheungVolume:
8
Année:
2005
Langue:
english
DOI:
10.1016/j.finmar.2005.07.001
Fichier:
PDF, 260 KB
english, 2005