Intraday information, trading volume, and return volatility : evidence from the order flows on the Taiwan Stock Exchange
Year of publication: |
2004
|
---|---|
Authors: | Chow, Edward H. ; Lee, Yi-tsung ; Liu, Yu-jane |
Published in: |
Jingji-lunwen. - Taipei, Taiwan : Institute of Economics, ISSN 1018-161X, ZDB-ID 864104-3. - Vol. 32.2004, 1, p. 107-148
|
Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Information | Börsenhandel | Stock exchange trading | Taiwan |
-
Does information aggregation depend on market structure? : Market makers vs. double auction
Krahnen, Jan Pieter, (1999)
-
Trabelsi, Abdel Wahed, (2004)
-
Performance of various tranaction frequencies under call markets : the case of Taiwan
Lang, Larry H. P., (1999)
- More ...
-
Chow, Edward H., (2001)
-
Lee, Yi-Tsung, (2001)
-
(20-01) "Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange"
Lee, Yi-Tsung, (2001)
- More ...