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The market microstructure and relative performance of Taiwan stock index futures : a comparison of the Singapore exchange and the Taiwan futures exchange
Huang, Yu chuan - In: Journal of financial markets 7 (2004) 3, pp. 335-350
Persistent link: https://www.econbiz.de/10002019394
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Periodic market closure and order imbalances
Liu, Yu-jane - In: Global finance journal 8 (1997) 1, pp. 95-111
Persistent link: https://www.econbiz.de/10001228394
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Trading aggressiveness, order execution quality, and stock price movements : evidence from the Taiwan stock exchange
Hung, Pi-Hsia; Lien, Da-hsiang Donald - In: Journal of international financial markets, … 60 (2019), pp. 231-251
Persistent link: https://www.econbiz.de/10012128011
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Liquidity commonality in individuals' order flows : new evidence from the Taiwanese stock market
Hsieh, Wen-liang Gideon; Lin, Yuan-yi - In: Asia-Pacific journal of financial studies 45 (2016) 4, pp. 606-645
Persistent link: https://www.econbiz.de/10011630765
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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
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Do foreign institutions outperform in the Taiwan options market?
Lin, William; Tsai, Shih-Chuan; Chiu, Peter - In: The North American journal of economics and finance : a … 35 (2016), pp. 101-115
Persistent link: https://www.econbiz.de/10011672304
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Do enterprise-bank relationships improve market quality? : evidence from Taiwan
Wang, Ming-Chang; Ding, Yu-Jia; Chiang, Hsin-Chieh - In: The quarterly review of economics and finance : journal … 67 (2018), pp. 79-91
Persistent link: https://www.econbiz.de/10012034429
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Does public latency influence market quality? : an analysis of pre-trade transparency at the Taiwan futures exchange
Wang, Ming-Chang; Cheng, Lee-Young; Ko, Chien-Chuan; … - In: The quarterly review of economics and finance : journal … 70 (2018), pp. 227-240
Persistent link: https://www.econbiz.de/10012035046
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Price limit changes and market quality in the Taiwan Stock Exchange
Lien, Da-hsiang Donald; Hung, Pi-Hsia; Zhu, Jia-De; … - In: Pacific-Basin finance journal 55 (2019), pp. 239-258
Persistent link: https://www.econbiz.de/10012169533
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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