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The Demand for and Supply of Shares. An Empirical Study of the Limit Order Book on the ASX

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  • W. Yang

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  • W. Yang, 1999. "The Demand for and Supply of Shares. An Empirical Study of the Limit Order Book on the ASX," Economics Discussion / Working Papers 99-03, The University of Western Australia, Department of Economics.
    • Handle: RePEc:uwa:wpaper:99-03
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    Cited by:

    1. Verhoeven, Peter & Ching, Simon & Guan Ng, Hock, 2004. "Determinants of the decision to submit market or limit orders on the ASX," Pacific-Basin Finance Journal, Elsevier, vol. 12(1), pages 1-18, January.

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