Lon-Ping Zu

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

1.

Evolution of Liquidity: An Integrated Order Strategy Model of Uninformed and Informed Traders

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 52 Posted: 28 Aug 2008
Ming-Chang Wang and Lon-Ping Zu
National Chung Cheng University - Department of Business Administration and affiliation not provided to SSRN
Downloads 129 (218,124)

Abstract:

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Market Microstructure, Evolution of Liquidity, Informed Trader, Price Formation