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Do foreign institutional traders have private information for the market index? : the aspect of market microstructure
Weng, Pei-Shih; Tsai, Wei-Che - In: International review of economics & finance : IREF 55 (2018), pp. 308-323
Persistent link: https://www.econbiz.de/10012033488
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An empirical analysis of the dynamic probability of informed institutional trading : evidence from the Taiwan futures exchange
Weng, Pei-Shih; Wu, Ming-Hung; Chen, Miao-Ling; Tsai, … - In: The journal of futures markets 37 (2017) 9, pp. 865-891
Persistent link: https://www.econbiz.de/10011950904
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Volatility of order imbalance of institutional traders and expected asset returns : evidence from Taiwan
Huang, Hong-Gia; Tsai, Wei-Che; Weng, Pei-Shih; Wu, … - In: Journal of financial markets 52 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10013266271
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Market return, liquidity, and trading activity of various trader types in the emerging market : a study of the TAIFEX
Hao, Ying; Chou, Robin K.; Ho, Keng-Yu; Weng, Pei-Shih - In: Asia-Pacific journal of financial studies 45 (2016) 4, pp. 499-534
Persistent link: https://www.econbiz.de/10011630752
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The impact of foreign institutional traders on price efficiency : evidence from the Taiwan futures market
Hao, Ying; Chou, Robin K.; Ho, Keng-Yu; Weng, Pei-Shih - In: Pacific-Basin finance journal 34 (2015), pp. 24-42
Persistent link: https://www.econbiz.de/10011535292