Xiaoxin Wang Beardsley

Southern Illinois University

Professor of Finance

Carbondale, IL 62901

United States

SCHOLARLY PAPERS

2

DOWNLOADS
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Top 16,729

in Total Papers Downloads

2,820

CITATIONS
Rank 9,949

SSRN RANKINGS

Top 9,949

in Total Papers Citations

55

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 1,976 (7,249)
Citation 54

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 844 (27,261)
Citation 12

Abstract:

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Liquidity, Microstructure, Portfolio Theory