Explaining Intraday Pattern of Trading Volume from the Order Flow Data - Based on a comprehensive order flow data from the Taiwan stock market, this study examines directly how the intraday pattern of trading volume is related to the trading behavior of both informed and uninformed traders. The results indicate that both informed and uninformed investors have a strong desire to place orders at the ...
| Year of publication: |
2001
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| Authors: | Lee, Yi-Tsung ; Fok, Robert C.W. ; Liu, Yu-Jane |
| Published in: |
Journal of business finance & accounting : JBFA. - Oxford : Blackwell, ISSN 0306-686X, ZDB-ID 1929628. - Vol. 28.2001, 1-2, p. 199-230
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