Wang, Ya-Hui; Lai, Chien-Chih - In: The International Journal of Business and Finance Research 9 (2015) 1, pp. 113-120
The Taiwan Stock Exchange Corporation (TSEC) started to disclose information on the best five bid/ask prices and volumes ever since January 2, 2003. With such disclosure, investors can now judge the market conditions according to the limit order book information and then decide their order...