The intraday patterns of the spread and depth in a market without market makers: The Stock Exchange of Hong Kong

Pacific Basin Finance Journal

Volumn 7, Issue 5, 1999, Pages 539-556

  Ahn, Hee Joon ^a   Cheung, Yan Leung ^a  

^a CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Depth; G10; G15; Intraday patterns; Limit orders; Spread; The Stock Exchange of Hong Kong

Indexed keywords

EID: 0011025144     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-538X(99)00023-2     Document Type: Article

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