Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange
Year of publication: |
2004
|
---|---|
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 2194065. - Vol. 39.2004, 2, p. 327-342
|
Saved in:
Saved in favorites
Similar items by person
-
Taxes and dividend clientele: Evidence from trading and ownership structure
Lee, Yi-tsung, (2006)
-
Order imbalances and market efficiency : evidence from the Taiwan stock exchange
Lee, Yi-tsung, (2004)
-
Taxes and dividend clientele: Evidence from trading and ownership structure
Lee, Yi-Tsung, (2006)
- More ...