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An analysis of depth behavior in an electronic, order-driven environment

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  • Brockman, Paul
  • Chung, Dennis Y.

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  • Brockman, Paul & Chung, Dennis Y., 1999. "An analysis of depth behavior in an electronic, order-driven environment," Journal of Banking & Finance, Elsevier, vol. 23(12), pages 1861-1886, December.
    • Handle: RePEc:eee:jbfina:v:23:y:1999:i:12:p:1861-1886
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    9. Bruce N. Lehmann and David M. Modest., 1994. "Trading and Liquidity on the Tokyo Stock Exchange: A Bird's Eye View," Research Program in Finance Working Papers RPF-234, University of California at Berkeley.
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