Limit Order Trading and Information Asymmetry: Empirical Evidence About the Evolution of Liquidity on an Order Driven Market

SSRN Electronic Journal ◽

10.2139/ssrn.1163290 ◽

2008 ◽

Author(s):

David E. Allen ◽

Joey Wenling Yang

Keyword(s):

Information Asymmetry ◽

Empirical Evidence ◽

Limit Order ◽

Limit Order Trading ◽

Order Driven Market

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Dynamic Relation between Trading Volume and Return Autocorrelation under Information Asymmetry: Empirical Evidence from Futures Markets

SSRN Electronic Journal ◽

10.2139/ssrn.725665 ◽

2004 ◽

Author(s):

Horace Chueh ◽

Andy Chien ◽

Der-Yuan Yang

Keyword(s):

Information Asymmetry ◽

Empirical Evidence ◽

Trading Volume ◽

Futures Markets ◽

Dynamic Relation

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Limit Order Clustering and Price Barriers on Financial Markets: Empirical Evidence from Euronext

SSRN Electronic Journal ◽

10.2139/ssrn.966454 ◽

2007 ◽

Author(s):

Alexis Cellier ◽

David Bourghelle

Keyword(s):

Financial Markets ◽

Empirical Evidence ◽

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Liquidity Provision of Limit Order Trading in the Futures Market Under Bull and Bear Markets

Journal of Business Finance &amp Accounting ◽

10.1111/j.1468-5957.2009.02140.x ◽

2009 ◽

Vol 36 (7-8) ◽

pp. 1007-1038 ◽

Author(s):

Min-Hsien Chiang ◽

Tsai-Yin Lin ◽

Chih-Hsien Jerry Yu

Keyword(s):

Futures Market ◽

Limit Order ◽

Liquidity Provision ◽

Bear Markets ◽

Limit Order Trading ◽

Bull And Bear Markets

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Analyst following, information asymmetry and debt-equity choice -empirical evidence from the emerging capital market of China

2010 2nd IEEE International Conference on Information Management and Engineering ◽

10.1109/icime.2010.5477456 ◽

2010 ◽

Author(s):

Gong Yifei

Keyword(s):

Information Asymmetry ◽

Empirical Evidence ◽

Capital Market ◽

Analyst Following

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Does Corporate Social Responsibility Reduce Information Asymmetry? New Empirical Evidence from Australia

SSRN Electronic Journal ◽

10.2139/ssrn.2826361 ◽

2016 ◽

Author(s):

Van Nguyen ◽

Frank W. Agbola ◽

Bobae Choi

Keyword(s):

Corporate Social Responsibility ◽

Social Responsibility ◽

Information Asymmetry ◽

Empirical Evidence ◽

Corporate Social

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Limit order books and liquidity around scheduled and non-scheduled announcements: Empirical evidence from NASDAQ Nordic

Finance Research Letters ◽

10.1016/j.frl.2016.12.016 ◽

2017 ◽

Vol 21 ◽

pp. 264-271 ◽

Author(s):

Milla Siikanen ◽

Juho Kanniainen ◽

Jaakko Valli

Keyword(s):

Empirical Evidence ◽

Limit Order ◽

Order Books ◽

Limit Order Books

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Limit order trading with a mean reverting reference price

Risk and Decision Analysis ◽

10.3233/rda-160118 ◽

2017 ◽

Vol 6 (2) ◽

pp. 121-136

Author(s):

Saran Ahuja ◽

George Papanicolaou ◽

Weiluo Ren ◽

Tzu-Wei Yang

Keyword(s):

Reference Price ◽

Limit Order ◽

Limit Order Trading

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Limit Order Trading Behavior and Individual Investor Performance

Journal of Behavioral Finance ◽

10.1207/s15427579jpfm0602_3 ◽

2005 ◽

Vol 6 (2) ◽

pp. 71-89 ◽

Author(s):

Alexander Anderson ◽

Julia Henker ◽

Sian Owen

Keyword(s):

Individual Investor ◽

Trading Behavior ◽

Limit Order ◽

Limit Order Trading

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How Does Ratchet Effect Rise and Sag? Empirical Evidence with Respect to Target Ambiguity, Interactive Target Setting, and Measurement Noise (formerly, Information Asymmetry and Ratchet Effect)

SSRN Electronic Journal ◽

10.2139/ssrn.1660563 ◽

2010 ◽

Author(s):

Tae Sik Ahn ◽

Younsik Choi

Keyword(s):

Information Asymmetry ◽

Empirical Evidence ◽

Measurement Noise ◽

Ratchet Effect ◽

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The role of information asymmetry in escalation phenomena: Empirical evidence

Journal of Economic Behavior & Organization ◽

10.1016/j.jebo.2007.07.007 ◽

2009 ◽

Vol 69 (2) ◽

pp. 135-147 ◽

Author(s):

Joyce E. Berg ◽

John W. Dickhaut ◽

Chandra Kanodia

Keyword(s):

Information Asymmetry ◽

Empirical Evidence ◽

Role Of Information

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