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Chuwonganant, Chairat Lee, Choonsik Zhang, Hao Yang, Sean Lee, Albert J. Cox, Raymond A. K. Kim, Youngsoo Van Ness, Robert A. Zhao, Xin Li, Mingsheng Charoenwong, Charlie Van Ness, Bonnie F. Cho, Seong-Yeon McCormick, Tim Elder, John Wright, Peter Lee, Jieun Kim, Young Sang Wu, Szu-Yin McCormick, D. Timothy Wu, Szu-Yin (Jennifer) Kim, Oliver Lim, Steve C. McInish, Thomas H. Rösch, Dominik Li, Mingsheng Lee, Kaun Y. Kim, Jang-chul Jiang, Jing Wu, Tao L. Smith, William T. Kim, Myung-sun Jo, Hoje Ding, David K. Wang, Junbo Pruitt, Stephen W. Cox, Raymond Wu, Chunchi Kim, Jang-chul Frost, Carol Ann Huh, Sahn-Wook Kim, Kenneth A. Ness, Bonnie F. van Okunade, Albert A. Ness, Robert A. van Ferris, Stephen P. Kedia, Ben L. Felton, James M. VanNess, Robert A. VanNess, Bonnie F. Kim, Jeong-kuk Lee, Young Joo Kim, Jeong-Kuk Kim, Joon-seok All co-authors market price quality results stock trading corporate order information evidence börsenkurs dealer impact stocks ownership governance study wertpapierhandel size higher value firms limit bid ask quote trades nasdaq analysts based liquidity returns markets using traders liquidität tick institutional pricing relation paper analysis empirical increases rule data security effect nyse role quotes aktienmarkt efficiency foreign firm
Composed corporate governance share price securities trading bid ask bid ask spread geld brief spanne ask spread limit order stock market new economy ownership structure market liquidity stock returns market microstructure dealer market information based based trading security analysis impact trades order preferencing order traders asymmetrische information asymmetric information institutional ownership decimal pricing efficient market hypothesis capital income institutioneller investor institutional investor quality evidence liquidity providers foreign ownership market structure market making stock attributes results suggest based spread financial market regulation behavioural finance size pilot spread depth security analysts quality nasdaq limit orders investment opportunities adverse selection using data overall results elektronisches handelssystem electronic trading adverse selektion size price cross section volatility stock frequency trading dealer markets information value credit watches intellectual collaboration time diversification price impact analysis market emerging markets demand uncertainty probability information trading volume positive relation study analyze shares held analyst following empirical results reg nms results indicate dual listing announcement effect handelsvolumen der börse financial analysis evidence tick
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Kee H. Chung Alternative spellings: Kee-ho Chung Ho Chung Kee Kee Ho Chung K. H. Chung Kee Chung
Affiliations State University of New York at Buffalo. School of Management School of Business, Sungkyunkwan University Memphis State University
Q90867380
Publishing years Series Bank of Korea Working Paper (1) Asia-Pacific journal of financial studies (1) International review of economics & finance : IREF (1) 
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