Three Essays on the Market Microstructure of the Saudi Stock Market


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  • Product Description

Using data sets on orders, order packages, quotes, trades and market-limit orders, the thesis investigated several aspects of the microstructure of the Saudi Stock Market (SSM) under the computerized trading system, ESIS (Electronic Securities Information System). The thesis studied the interaction between the order book and order flow, limit order execution, trading by limit versus market orders, order performance, and the information content of newly submitted orders. The findings provide new evidence for several issues, and have important implications for the design of the trading mechanism on the SSM.

Product Specifications
SKU :COC69813
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
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