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Intraday trading patterns and day-of-the week in stock index options markets : evidence from emerging markets
Chiang, Min-Hsien; Huang, Ching-mann; Lin, Tsai-yin; … - In: Journal of financial management and analysis : … 19 (2006) 2, pp. 32-45
Persistent link: https://www.econbiz.de/10003528647
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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
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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
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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
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A reverse index futures split effect on liquidity and market dynamics
Athanasios, Fassas; Nikolas, Hourvouliades - In: International journal of bonds and derivatives 3 (2017) 3, pp. 235-252
Persistent link: https://www.econbiz.de/10011875992
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LIFFE cycles : intraday evidence from the FTSE-100 Stock Index futures market
Abhyankar, Abhay; Copeland, Laurence S.; Wong, W. - In: The European journal of finance 5 (1999) 2, pp. 123-139
Persistent link: https://www.econbiz.de/10001439629
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An empirical examination of the SIMEX Nikkei 225 futures contract around the Kobé earthquake and the Barings Bank collapse
Walsh, David M.; Quek, Jinwei - In: The journal of futures markets 19 (1999) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10001377130
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Intraday futures market behaviour around major scheduled macroeconomic announcements : Australian evidence
Frino, Alex; Hill, Amelia - In: Journal of banking & finance 25 (2001) 7, pp. 1319-1337
Persistent link: https://www.econbiz.de/10001586896
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Rethinking decimalization : the impact of increased tick sizes on trading activity, volatility, and price clustering
Blau, Benjamin; Whitby, Ryan - In: Market microstructure and liquidity 5 (2019) 1/4, pp. 1-34
Persistent link: https://www.econbiz.de/10012820070
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Time and dynamic volume-volatility relation
Xu, Xiaoqing Eleanor; Chen, Peter; Wu, Chunchi - In: Journal of banking & finance 30 (2006) 5, pp. 1535-1558
Persistent link: https://www.econbiz.de/10003319376