An intraday analysis of block orders on the Taiwan Stock Exchange
Year of publication: |
2023
|
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Authors: | Lien, Da-hsiang Donald ; Hung, Pi-Hsia ; Wu, Yi-Hsien |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 88.2023, p. 133-147
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Subject: | Block trades | Information content | Microstructure factors | Price impact | Trader types | Taiwan | Wertpapierhandel | Securities trading | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price | Informationswert | Information value | Börsenhandel | Stock exchange trading | Handelsvolumen der Börse | Trading volume | Börsenmakler | Stockbrokers |
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