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Finance / Stock market / Mathematical finance / Algorithmic trading / Order / Bid–offer spread / Market impact / Foreign exchange market / Stock trader / Financial markets / Financial economics / Investment


Some evidence on the Information Content of Undisclosed Limit Orders on the ASX M. Aitkena, D. E. Allenb, and W. J. Yangc a SIRCA, C.M.C.R.C., University of New South Wales, Sydney. bSchool of Accounting, Finance and Bu
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Document Date: 2013-01-14 21:58:50


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City

Sydney / /

Company

Australian Stock Exchange / UZ / NASDAQ Securities / Russell / /

Country

United States / /

Currency

USD / /

Facility

University of New South Wales / University of Southern California / Edith Cowan University / University of California / Security Industry Research Centre / /

IndustryTerm

automated trading systems / telecommunications / undisclosed accounting / banking / mining / electronic order book systems / /

MarketIndex

ASX / /

Organization

University of California / University of New South Wales / Sydney / University of Southern California / Security Industry Research Centre of Asia-Pacific / Edith Cowan University / Perth / Marshall School of Business / /

Position

individual stockbroker / same broker / broker / individual broker / trader / /

Product

Stock Exchange Automated Trading System (SEATS) / /

ProvinceOrState

Southern California / New South Wales / California / /

PublishedMedium

Journal of Financial and Quantitative Analysis / Journal of Finance / Review of Financial Studies / Journal of Financial Economics / The Review of Financial Studies / /

Region

Southern California / South Wales / /

Technology

t-1 / /

SocialTag