The authors gratefully acknowledge the financial support from the NUS Academic Research Grants and from Shanghai University of Finance and Economics. We thank Allaudeen Hameed, Yew Wee Yong, Christophe Majois, Wataru Ohta, Qi Zeng and participants at the European Financial Management Association 2008 Annual Meeting, the Asian Finance Association (AsianFA) and the Nippon Finance Association (NFA) 2008 International Conference, 2008 China International Conference in Finance and the seminar at National University of Singapore, for their comments. We also thank the editor and two anonymous referees for their highly valuable suggestions.
Limit Order Book and Commonality in Liquidity
Article first published online: 19 MAR 2013
© 2013, The Eastern Finance Association
Volume 48, Issue 1, pages 97–122, February 2013
How to Cite
Kang, W. and Zhang, H. (2013), Limit Order Book and Commonality in Liquidity. Financial Review, 48: 97–122. doi: 10.1111/j.1540-6288.2012.00348.x
- Issue published online: 21 JAN 2013
- Article first published online: 19 MAR 2013
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