Chiang, Yao‐Min; Chou, Robin K. - In: Managerial Finance 32 (2006) 11, pp. 903-914
Purpose – Taiwan OTC market is an electronic, order driven, call market. The purpose of this paper is to gain understanding of whether trade size or number of transaction provides more information on explaining price volatility and market liquidity in this market. The paper also aims to...
