Order price clustering, size clustering, and stock price movements: evidence from the Taiwan Stock Exchange
Year of publication: |
2019
|
---|---|
Authors: | Lien, Da-hsiang Donald ; Hung, Pi-Hsia ; Hung, I-Chung |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 52.2019, p. 149-177
|
Subject: | Investment performance | Market status | Round price | Round size | Trading strategy | Taiwan | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Regionales Cluster | Regional cluster | Clusteranalyse | Cluster analysis | Börsenhandel | Stock exchange trading |
-
Price limit changes and market quality in the Taiwan Stock Exchange
Lien, Da-hsiang Donald, (2019)
-
Lien, Da-hsiang Donald, (2020)
-
Tick Size Reduction and Price Clustering in a FX Order Book
Lallouache, Mehdi, (2014)
- More ...
-
Order choices : an intraday analysis of the Taiwan Stock Exchange
Lien, Da-hsiang Donald, (2022)
-
Whose trades contribute more to price discovery? : evidence from the Taiwan stock exchange
Lien, Da-hsiang Donald, (2023)
-
An intraday analysis of block orders on the Taiwan Stock Exchange
Lien, Da-hsiang Donald, (2023)
- More ...