Algorithmic trading and market quality : evidence from the Taiwan index futures market
Year of publication: |
2022
|
---|---|
Authors: | Chang, Ya-Kai ; Chou, Robin K. |
Subject: | algorithmic trading | market quality | price discovery | trading activity | Taiwan | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Index-Futures | Index futures | Volatilität | Volatility | Marktliquidität | Market liquidity | Handelsvolumen der Börse | Trading volume | Anlageverhalten | Behavioural finance |
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