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Journal of Financial Markets
Volumn 3, Issue 1, 2000, Pages 1-16
The price impact of trading on the stock exchange of Hong Kong
Author keywords

D82; G14; Limit order; Price impact; Stock exchange of Hong Kong
Indexed keywords

EID: 0011062942     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1386-4181(99)00009-9     Document Type: Article
Times cited : (19)
References (15)
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  • 5
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  • 11
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    • Inferring trade direction from intraday data
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  • 12
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    • Trade size and components of the bid-ask spread
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  • 15

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.