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سفارش طراحی انواع اکسپرت و اندیکاتور
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بایگانی‌ها Ahn And Cheung - مرجع آموزش بازار بورس و فارکس

Ahn And Cheung-The Intraday Patterns Of The Spread And Depth In A Market Without Market Makers 2

We examine the temporal behavior of the spread and depth for common stocks listed on the Stock Exchange of Hong Kong SEHK., which operates as a purely order-driven mechanism. We find U-shaped intraday and intraweek patterns in the spread and reverseU-shaped patterns in the depth. Our finding is consistent with that of the study of […]

تاریخ : مارس 23rd, 0846