Xiaoxin Wang Beardsley

Southern Illinois University

Professor of Finance

Carbondale, IL 62901

United States

SCHOLARLY PAPERS

2

DOWNLOADS
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CITATIONS
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Top 9,642

in Total Papers Citations

45

Scholarly Papers (2)

1.

The Informational Content of an Open Limit Order Book

AFA 2005 Philadelphia Meetings; EFA 2004 Maastricht Meetings Paper No. 4311
Number of pages: 38 Posted: 19 Jul 2004
Charles Cao, Oliver Hansch and Xiaoxin Wang Beardsley
Pennsylvania State University, Pennsylvania State University and Southern Illinois University
Downloads 1,473 (7,354)
Citation 36

Abstract:

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Limit order book, price discovery, order placement strategy, demand and supply

2.

Liquidity, Liquidity Commonality and Its Impact on Portfolio Theory

Number of pages: 48 Posted: 19 Jan 2002
Ian Domowitz and Xiaoxin Wang Beardsley
ITG, Inc. and Southern Illinois University
Downloads 781 (23,920)
Citation 9

Abstract:

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Liquidity, Microstructure, Portfolio Theory