سفارش طراحی انواع اکسپرت و اندیکاتور

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بایگانی‌ها Depth - مرجع آموزش بازار بورس و فارکس

volatility depth

volatility We investigate the role of limit orders in the liquidity provision in the Hong Kong stock market, which is  based on a computerized limit-order trading system. Consistent with Handa and Schwartz (1996), results show that market depth rises subsequent to an increase in transitory \volatility, and transitoryvolatility declines subsequent to an increase in market […]

تاریخ : مارس 23rd, 0887
Ahn And Cheung-The Intraday Patterns Of The Depth And Spread In A Market Without Market Makers

Depth And Spread The microstructure of the Saudi Stock Market (SSM) under the new computerized trading system, ESIS, is described, and order and other generated data sets are used toexamine the patterns in the order book, the dynamics of order ¯ow, and the probability of executing limit orders. Although the SSM has a distinct structure, […]

تاریخ : مارس 23rd, 0854
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