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Intraday liquidity provision b...
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1
The impacts of individual day trading strategies on market liquidity and volatility : evidence from the
Taiwan
index futures market
Chou, Robin K.
;
Wang, George H. K.
;
Wang, Yun-Yi
- In:
The journal of futures markets
35
(
2015
)
5
,
pp. 399-425
Persistent link: https://www.econbiz.de/10011405385
Saved in:
2
The Impacts of Individual Day Trading Strategies on Market Liquidity and Volatility : Evidence from the
Taiwan
Index Futures Market
Chou, Robin K.
-
2013
We investigate the investment strategies of individual day traders in the
Taiwan
Index Futures market, along with their …
Persistent link: https://www.econbiz.de/10013083788
Saved in:
3
Intraday Liquidity Provision by Trader Types in a Limit Order Market : Evidence from
Taiwan
Index Futures
Chiu, Junmao
-
2012
This study examines the dynamic liquidity provision process by institutional and individual traders in the
Taiwan
index …
Persistent link: https://www.econbiz.de/10013113239
Saved in:
4
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
Saved in:
5
Overconfident individual day traders : evidence from the
Taiwan
futures market
Kuo, Wei-yu
;
Lin, Tse-chun
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3548-3561
Persistent link: https://www.econbiz.de/10010126322
Saved in:
6
On the determinants of basis spread for
Taiwan
index futures and the role of speculators
Chang, Charles
;
Lin, Emily
- In:
Review of Pacific Basin financial markets and policies
17
(
2014
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010348818
Saved in:
7
The impact of speculative trading activities on the speculative market : a case of
Taiwan
stock index futures market
Chen, Chia-pin
;
Liu, Ying Sing
;
Hsu, Chih-wen
- In:
Applied financial economics
20
(
2010
)
22/24
,
pp. 1761-1768
Persistent link: https://www.econbiz.de/10009012371
Saved in:
8
Sentiment-dependent impact of funding liquidity shocks on futures market liquidity
Ryu, Doojin
;
Yu, Jinyoung
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 61-76
Persistent link: https://www.econbiz.de/10012796295
Saved in:
9
Differences in trading and pricing between stock and index options
Lemmon, Michael L.
;
Ni, Sophie Xiaoyan
- In:
Management science : journal of the Institute for …
60
(
2014
)
8
,
pp. 1985-2001
Persistent link: https://www.econbiz.de/10010403590
Saved in:
10
New evidence that index traders did not drive bubbles in grain futures markets
Etienne, Xiaoli Liao
;
Irwin, Scott H.
;
García, Philip
- In:
Journal of agricultural and resource economics : JARE ; …
42
(
2017
)
1
,
pp. 45-67
Persistent link: https://www.econbiz.de/10011607640
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