Classification of trade direction for an equity market with price limit and order match : evidence from the Taiwan stock market
Yang-Cheng Lu; Yu-Chen Wei
Year of publication: |
2009
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Authors: | Lu, Yang-Cheng ; Wei, Yu-Chen |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221X. - Vol. 6.2009, 3, p. 135-147
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