Liquidity commonality in individuals' order flows : new evidence from the Taiwanese stock market
Year of publication: |
August 2016
|
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Authors: | Hsieh, Wen-liang Gideon ; Lin, Yuan-yi |
Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 45.2016, 4, p. 606-645
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Subject: | Liquidity | Commonality | Retail traders | Institutional traders | Herding | Aktienmarkt | Stock market | Taiwan | Liquidität | Herdenverhalten | Marktliquidität | Market liquidity | Wertpapierhandel | Securities trading | Institutioneller Investor | Institutional investor |
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