Work

Limit Orders, Depth, and Volatility

Year: 1999

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.170358

Authors: Hee-Joon Ahn, Kee-Hong Bae, Kalok Chan

Institutions: Sookmyung Women's University, Sungkyunkwan University, York University, European Corporate Governance Institute, Chinese University of Hong Kong

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1664294276

Cites: 25

Cited by: 25

Related to: 10