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Three Essays on the Market Microstructure of the Saudi Stock Market: a Phd Thesis Presented at Concordia University, Montreal, Quebec, Canada (August 1998) Mohammad Al Suhaibani
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Three Essays on the Market Microstructure of the Saudi Stock Market: a Phd Thesis Presented at Concordia University, Montreal, Quebec, Canada (August 1998)
Mohammad Al Suhaibani
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.
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | September 30, 2011 |
| ISBN13 | 9783844388589 |
| Publishers | LAP LAMBERT Academic Publishing |
| Pages | 168 |
| Dimensions | 150 × 10 × 226 mm · 268 g |
| Language | German |