Limit orders, depth, and volatility: Evidence from the stock exchange of Hong Kong

Hee-Joon Ahn, Kee-Hong Bae, Kalok Chan

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

153 Citations (Scopus)

Abstract

We investigate the role of limit orders in the liquidity provision in a pure order-driven market. Results show that market depth rises subsequent to an increase in transitory volatility, and transitory volatility declines subsequent to an increase in market depth. We also examine how transitory volatility affects the mix between limit orders and market orders. When transitory volatility arises from the ask (bid) side, investors will submit more limit sell (buy) orders than market sell (buy) orders. This result is consistent with the existence of limit-order traders who enter the market and place orders when liquidity is needed.
Original languageEnglish
Pages (from-to)767-788
JournalJournal of Finance
Volume56
Issue number2
DOIs
Publication statusPublished - Apr 2001
Externally publishedYes

Bibliographical note

Publication details (e.g. title, author(s), publication statuses and dates) are captured on an “AS IS” and “AS AVAILABLE” basis at the time of record harvesting from the data source. Suggestions for further amendments or supplementary information can be sent to [email protected].

Fingerprint

Dive into the research topics of 'Limit orders, depth, and volatility: Evidence from the stock exchange of Hong Kong'. Together they form a unique fingerprint.

Cite this