The intraday patterns of the spread and depth in a market without market makers: The Stock Exchange of Hong Kong

Authors: Ahn H.-J.; Cheung Y.-L.

Source: Pacific-Basin Finance Journal, Volume 7, Number 5, December 1999 , pp. 539-556(18)

Publisher: Elsevier

Keywords: Limit orders; Spread; Depth; Intraday patterns; The Stock Exchange of Hong Kong; [JEL classification codes] G10; [JEL classification codes] G15

Language: English

Document Type: Research article

DOI: http://dx.doi.org/10.1016/S0927-538X(99)00023-2

Publication date: 1999-12-01

• In this: publication
• By this: publisher
• In this Subject: Finance
• By this author: Ahn H.-J. ;  Cheung Y.-L.

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