Journal of Financial Markets Vol. 8 No. 4 2005

Price clustering on the limit-order book: Evidence from the Stock Exchange of Hong Kong

Hee-Joon Ahn¹; Jun Cai²; Yan-Leung Cheung²

¹ Sungkyunkwan University · ² City University of Hong Kong

DOI

10.1016/j.finmar.2005.07.001

Volume

8

Issue

4

Pages

421-451

Language

en

Sources

crossref openalex

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓