Waiting costs and limit order book liquidity: evidence from the ex-dividend deadline in Australia

Ainsworth, Andrew and Lee, Adrian D. 2014, Waiting costs and limit order book liquidity: evidence from the ex-dividend deadline in Australia, Journal of Financial Markets, vol. 20, pp. 101-128, doi: 10.1016/j.finmar.2014.04.001.

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Title Waiting costs and limit order book liquidity: evidence from the ex-dividend deadline in Australia
Author(s) Ainsworth, Andrew
Lee, Adrian D.ORCID iD for Lee, Adrian D. orcid.org/0000-0001-5984-8688
Journal name Journal of Financial Markets
Volume number 20
Start page 101
End page 128
Total pages 28
Publisher Elsevier
Place of publication Amsterdam, The Netherlands
Publication date 2014-09
ISSN 1386-4181
Keyword(s) Waiting costs
Order aggressiveness
Liquidity
Bid-ask spread
Ex-dividend day
Social Sciences
Business, Finance
Business & Economics
MARKET
VOLUME
TRADE
EVOLUTION
BEHAVIOR
PRICES
Language eng
DOI 10.1016/j.finmar.2014.04.001
Indigenous content off
Field of Research 1502 Banking, Finance and Investment
HERDC Research category C1.1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Persistent URL http://hdl.handle.net/10536/DRO/DU:30129734

Document type: Journal Article
Collections: Faculty of Business and Law
Department of Finance
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