Three Essays on the Market Microstructure of the Saudi Stock Market - Suhaibani, Mohammad Al
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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.…mehr

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Produktbeschreibung
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.
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Autorenporträt
Mohammad Alsuhaibani was born in Saudi Arabia. He received his Ph.D. in Economics from Concordia University, Montreal, Canada in 1998. Upon his return to Saudi Arabia, He joined Economics Department at Imam University as an Assistant Professor. Currently, he is professor of SABIC Chair for Islamic Financial Markets Studies at Imam University.