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Whose trades contribute more to price discovery? : evidence from the Taiwan stock exchange
Lien, Da-hsiang Donald; Hung, Pi-Hsia - In: Review of quantitative finance and accounting 61 (2023) 1, pp. 213-263
Persistent link: https://www.econbiz.de/10014342030
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Price limit changes, order decisions, and stock price movements : an empirical analysis of the Taiwan Stock Exchange
Lien, Da-hsiang Donald; Hung, Pi-Hsia; Pan, Chiu-Ting - In: Review of quantitative finance and accounting 55 (2020) 1, pp. 239-268
Persistent link: https://www.econbiz.de/10012233225
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The inter-temporal behavior of informed and uninformed traders
Brockman, Paul; Chung, Dennis Y. - In: Review of quantitative finance and accounting 21 (2003) 3, pp. 251-265
Persistent link: https://www.econbiz.de/10001839844
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Observable consequences of trading structure differences : on the use of variance ratios in microstructure studies
Ronen, Tavy - In: Review of quantitative finance and accounting 20 (2003) 2, pp. 187-200
Persistent link: https://www.econbiz.de/10001773879
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Stock market signals and consequences of securities class actions lawsuits : a microstructure perspective
Figueiredo, Antonio; Hamid, Shahid S.; Holowczak, Richard - In: Review of quantitative finance and accounting 57 (2021) 2, pp. 629-655
Persistent link: https://www.econbiz.de/10012549969
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Dealers and changing obligations : the case of stub quoting
Egginton, Jared F.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: Review of quantitative finance and accounting 47 (2016) 4, pp. 919-941
Persistent link: https://www.econbiz.de/10011595757
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Convergence of trading strategies in continuous double auction markets with boundedly-rational networked traders
Zhang, Junhuan; McBurney, Peter; Musial, Katarzyna - In: Review of quantitative finance and accounting 50 (2018) 1, pp. 301-352
Persistent link: https://www.econbiz.de/10011979118
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Forced consolidation
Pomeranets, Anna; Weaver, Daniel G. - In: Review of quantitative finance and accounting 62 (2024) 2, pp. 579-601
Persistent link: https://www.econbiz.de/10014503122
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Inter-market competition for NYSE-listed securities under decimals
Goldstein, Michael A.; Shkilko, Andriy V.; Van Ness, … - In: Review of quantitative finance and accounting 35 (2010) 4, pp. 371-391
Persistent link: https://www.econbiz.de/10009260272
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Individual investor trading and stock liquidity
Wang, Qin; Zhang, Jun - In: Review of quantitative finance and accounting 45 (2015) 3, pp. 485-508
Persistent link: https://www.econbiz.de/10011531995