An analysis of depth behavior in an electronic, order-driven environment

Journal of Banking and Finance

Volumn 23, Issue 12, 1999, Pages 1861-1886

  Brockman, Paul ^a   Chung, Dennis Y ^a  

^a HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

Author keywords

Depths; Liquidity; Order driven; Stock Exchange of Hong Kong

Indexed keywords

EID: 0033474512     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(99)00044-8     Document Type: Article

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