Order aggressiveness, price impact, and investment performance in a pure order-driven stock market
Pi-Hsia Hung (Department of Banking and Finance, National Chi Nan University), An-Sing Chen (Department of Finance, National Chung Cheng University), Yun-Lin Wu (Department of Banking and Finance, National Chi Nan University)
| Year of publication: |
August 2015
|
|---|---|
| Authors: | Hung, Pi-Hsia ; Chen, An-sing ; Wu, Yun-Lin |
| Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 44.2015, 4, p. 635-660
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| Subject: | Individuals | Institutions | Intraday data | Microstructure | Order submission | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Institutioneller Investor | Institutional investor | Aktienmarkt | Stock market | Handelsvolumen der Börse | Trading volume | Marktmikrostruktur | Market microstructure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ajfs.12102 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011470988