scholarly journals Intraday analysis of the limit order bias on the ex-dividend day of U.S. common stocks

2021 ◽  
Vol 72 ◽  
pp. 405-421
Author(s):  
Vassilis A. Efthymiou ◽  
Athanasios Episcopos ◽  
George N. Leledakis ◽  
Emmanouil G. Pyrgiotakis
Keyword(s):  
Limit Order ◽  
Intraday Analysis ◽  
Common Stocks

Limit Order Books

2015 ◽  
Author(s):  
Frederic Abergel ◽  
Anirban Chakraborti ◽  
Aymen Jedidi ◽  
Ioane Muni Toke ◽  
Marouane Anane
Keyword(s):  
Limit Order ◽  
Order Books ◽  
Limit Order Books

Optimal Margin Requirements in Limit Order Markets

2009 ◽  
Author(s):  
Dan Ladley ◽  
Terje Lensberg ◽  
Klaus Reiner Schenk-Hoppé
Keyword(s):  
Limit Order ◽  
Limit Order Markets ◽  
Margin Requirements

Do Rights Matter? An Intraday Analysis of Rights Issues

2015 ◽  
Author(s):  
Stephen Sault ◽  
Jozef Drienko ◽  
Wai Han Wong
Keyword(s):  
Intraday Analysis ◽  
Rights Issues
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