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Market microstructure: A review from down under

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  • Henk Berkman
  • Carole Comerton‐Forde

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  • Henk Berkman & Carole Comerton‐Forde, 2011. "Market microstructure: A review from down under," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 51(1), pages 50-78, March.
    • Handle: RePEc:bla:acctfi:v:51:y:2011:i:1:p:50-78
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    Cited by:

    1. Nguyen, Nhut H. & Lo, Ka Hei, 2013. "Asset returns and liquidity effects: Evidence from a developed but small market," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 1175-1190.
    2. Linnenluecke, Martina K. & Chen, Xiaoyan & Ling, Xin & Smith, Tom & Zhu, Yushu, 2016. "Emerging trends in Asia-Pacific finance research: A review of recent influential publications and a research agenda," Pacific-Basin Finance Journal, Elsevier, vol. 36(C), pages 66-76.
    3. Ben R. Marshall & Nhut H. Nguyen & Nuttawat Visaltanachoti & Tom Smith, 2016. "Transaction costs in an illiquid order-driven market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 56(4), pages 917-933, December.
    4. Millicent Chang & Andrew B. Jackson & Marvin Wee, 2018. "A review of research on regulation changes in the Asia‐Pacific region," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(3), pages 635-667, September.

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