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The impact of tick size in intraday stock price behavior : evidence from the Taiwan Stock Exchange

Ke, Mei-chu; Jiang, Ching-hai; Huang, Yen-sheng - In: Pacific-Basin finance journal 12 (2004) 1, pp. 19-39

Persistent link: https://www.econbiz.de/10001867132

The impacts of tick size on performance of stock market : evidences from Taiwan’s 50 index stocks

Huang, Chung-huang; Chen, Li-Ping; Li, Jian-fa; Hong, … - In: The empirical economics letters : a monthly … 15 (2016) 2, pp. 191-204

Persistent link: https://www.econbiz.de/10011580418

Order imbalance and its impact on market performance : order-driven vs. quote-driven markets

Huang, Yu chuan; Chou, Jian-Hsin - In: Journal of business finance & accounting : JBFA 34 (2007) 9/10, pp. 1596-1614

Persistent link: https://www.econbiz.de/10003626864

The impacts of day trading activity on market quality : evidence from the policy change on the Taiwan stock market

Yang, Tun-Ya; Huang, Si-Yuan; Tsai, Wei-Che; Weng, Pei-Shih - In: Journal of derivatives and quantitative studies 28 (2020) 4, pp. 191-207

This paper aims to investigate the impact of day trading on market quality on the Taiwan stock market with the … stock market in Taiwan officially approved selected stocks for day trading for all investors. Within the sample period, the … empirical findings show that day trading increases the bid-ask spread, price depth and stock volatility, indicating that day …

Persistent link: https://www.econbiz.de/10012592723

Volatility-volume relationships among types of traders considering the investment limitation to foreign investors

Huang, Ching-Mann; Lin, Tsai-Yin; Yu, Chih-hsien; Hoe, … - In: Review of Pacific Basin financial markets and policies 9 (2006) 4, pp. 575-596

Persistent link: https://www.econbiz.de/10003413727

The effect of investor sentiment on feedback trading and trading frequency : evidence from Taiwan intraday data

Hu, Wu-Yueh; Huang, Chih-Jen; Chang, Heng-Yu; Lin, Wei-Ju - In: Emerging markets finance & trade : a journal of the … 51 (2015), pp. 111-120

Persistent link: https://www.econbiz.de/10011603397

Algorithmic trading and market quality : evidence from the Taiwan index futures market

Chang, Ya-Kai; Chou, Robin K. - In: The journal of futures markets 42 (2022) 10, pp. 1837-1855

Persistent link: https://www.econbiz.de/10013465825

A taxonomy of individual liquidity provision : evidence from the Taiwan stock exchange

Chiou, Calvin J.; Zhou, Xiaozhou; Chan, Chang - In: Finance research letters 50 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10014239964

Investor sentiment, order submission, and investment performance on the Taiwan stock exchange

Hung, Pi-Hsia - In: Pacific-Basin finance journal 39 (2016), pp. 124-140

Persistent link: https://www.econbiz.de/10011669228

Asymmetric-nested GARCH models, trading volume, and return volatility : an empirical study of the Taiwan stock market

Tsai, Li-ju; Yeh, Yin-hua - In: Advances in investment analysis and portfolio … 7 (2000), pp. 145-161

Persistent link: https://www.econbiz.de/10001542590

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