Limit orders, depth, and volatility: Evidence from the stock exchange of Hong Kong

Journal of Finance

Volumn 56, Issue 2, 2001, Pages 767-788

  Ahn, Hee Joon ^a   Bae, Kee Hong ^b   Chan, Kalok ^b  

^a Sookmyung Women s University   (United States)

^b HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0011126122     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00345     Document Type: Article

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