✦ LIBER ✦

Limit orders and the intraday behavior of market liquidity: Evidence from the Toronto stock exchange

✍ Scribed by Minh T. Vo

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Predictability of Stock Market Regim

✍ Simon van Norden and Huntley Schaller 📂 Article 📅 1993 🏛 MIT Press 🌐 English ⚖ 205 KB

Limit Orders, Depth, and Volatility: Evi

✍ Hee-Joon Ahn, Kee-Hong Bae and Kalok Chan 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 473 KB

Limit Orders, Depth, and Volatility: Evi

✍ Hee-Joon Ahn; Kee-Hong Bae; Kalok Chan 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 196 KB

Dealer Liquidity in an Auction Market: E

✍ Sylvain Friederich; Richard Payne 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 149 KB

The impact of tick size on intraday stoc

✍ Mei-Chu Ke; Ching-Hai Jiang; Yen-Sheng Huang 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 242 KB

Limit order book, anonymity and market l

✍ Alex Frino; Dionigi Gerace; Andrew Lepone 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 248 KB