An exploratory analysis of the order book, and order flow and execution on the Saudi stock market

Journal of Banking and Finance

Volumn 24, Issue 8, 2000, Pages 1323-1357

  Al Suhaibani, Mohammad ^a   Kryzanowski, Lawrence ^b  

^a AL IMAM MOHAMMAD IBN SAUD ISLAMIC UNIVERSITY IMSIU   (Saudi Arabia)

^b Dept of Electrical and Computer Engineering   (Canada)

Author keywords

G15; Intraday patterns; Limit order book; Market microstructure; Order execution

Indexed keywords

EID: 0042852031     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(99)00075-8     Document Type: Article

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