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 … information type and trading activities. Design/methodology/approach – The paper uses data from the Taiwan OTC market to run the … test: whether number of transactions has a more significant impact on price volatility on the Taiwan OTC market; the impact …