Order imbalances and market efficiency : evidence from the Taiwan stock exchange
Year of publication: |
2004
|
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Authors: | Lee, Yi-tsung ; Liu, Yu-jane ; Roll, Richard ; Subrahmanyam, Avanidhar |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 39.2004, 2, p. 327-341
|
Subject: | Wertpapierhandel | Securities trading | Aktienmarkt | Stock market | Marktmikrostruktur | Market microstructure | Taiwan | Effizienzmarkthypothese | Efficient market hypothesis |
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