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~person:"Roll, Richard"
~subject:"Market microstructure"
~subject:"Taiwan"
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Market microstructure
Taiwan
Efficient market hypothesis
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Roll, Richard
Kyle, Albert S.
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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Order imbalances and market efficiency : evidence from the Taiwan stock exchange
Lee, Yi-tsung
;
Liu, Yu-jane
;
Roll, Richard
; …
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
2
,
pp. 327-341
Persistent link: https://www.econbiz.de/10002103632
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