Price limit changes, order decisions, and stock price movements : an empirical analysis of the Taiwan Stock Exchange
Donald Lien, Pi-Hsia Hung, Chiu-Ting Pan
| Year of publication: |
2020
|
|---|---|
| Authors: | Lien, Da-hsiang Donald ; Hung, Pi-Hsia ; Pan, Chiu-Ting |
| Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 55.2020, 1, p. 239-268
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| Subject: | Market microstructure | Order aggressiveness | Trade size | Price variation | Trading strategy | Börsenkurs | Share price | Taiwan | Marktmikrostruktur | Börse | Bourse | Wertpapierhandel | Securities trading |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-019-00842-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012233225