Liquidity Distribution in the Limit Order Book on the Stock Exchange of Thailand

Liquidity Distribution in the Limit Order Book on the Stock Exchange of Thailand

The liquidity distribution, or the shape of the limit order book, influences trading behavior and choice of order submission by public liquidity suppliers. The present study seeks to discover whether liquidity providers are concerned about being picked off by informed traders, and whether they are l...

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Bibliographic Details
Main Authors: Visaltanachoti, Nuttawat, Charoenwong, Charlie, DING, David K.
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2008
Subjects:
Liquidity
Tick size
Stock exchange
Thailand
Asian Studies
Finance and Financial Management
Portfolio and Security Analysis
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/1152
https://ink.library.smu.edu.sg/context/lkcsb_research/article/2151/viewcontent/1_s2.0_S1057521906000299_main.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/lkcsb_research/1152
https://ink.library.smu.edu.sg/context/lkcsb_research/article/2151/viewcontent/1_s2.0_S1057521906000299_main.pdf

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