Intraday liquidity provision by trader types in a limit order market : evidence from Taiwan index futures
Year of publication: |
2014
|
---|---|
Authors: | Chiu, Junmao ; Chung, Huimin ; Wang, George H. K. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 34.2014, 2, p. 145-172
|
Subject: | Spekulation | Speculation | Marktliquidität | Market liquidity | Index-Futures | Index futures | Taiwan | 2007-2008 |
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