Search Results - subject:"Order aggressiveness"

Disposition effect and contrarian/momentum behavior of stock traders

Liu, Hsiang-Hsi; Hung, Pi-Hsia; Huang, Tzu-Hu - In: Advances in Pacific Basin business, economics and finance 11 (2023), pp. 41-67

This research examines stock traders' disposition effects and contrarian/momentum behavior in the Taiwan Stock Exchange (TWSE). Specifically, we first investigate disposition effects across all trader types and then examine the relationships between disposition effects, trader types, and order...

Persistent link: https://www.econbiz.de/10014338166

Are retail investors less aggressive on small price stocks?

Métais, Carole; Roger, Tristan - In: Journal of financial markets 59 (2022) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10015455827

Hidden liquidity, market quality, and order submission strategies

Lee, Albert J.; Chung, Kee H. - In: Journal of financial markets 61 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013540481

An analysis of impact of cancellation activity on market quality : evidence from China

Chu, Gang; Zhang, Yongjie; Zhang, Xiaotao - In: Economic modelling 102 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012796584

Who knows more and makes more? : a perspective of order submission decisions across investor types

Lien, Da-hsiang Donald; Hung, Pi-Hsia; Chen, Hung-Ju - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 381-398

Persistent link: https://www.econbiz.de/10012655075

The impact of weather on order submissions and trading performance

Chuang, Yi-Wei; Tsai, Wei-Che; Weng, Pei-Shih - In: Pacific-Basin finance journal 64 (2020), pp. 1-25

Persistent link: https://www.econbiz.de/10012493967

Limit order submission risks, order choice, and tick size

Yamamoto, Ryuichi - In: Pacific-Basin finance journal 59 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012231313

Whose trades move stock prices? : evidence from the Taiwan Stock Exchange

Lien, Da-hsiang Donald; Hung, Pi-Hsia; Lin, Zong-Wei - In: International review of economics & finance : IREF 66 (2020), pp. 25-50

Persistent link: https://www.econbiz.de/10012390645

Price limit changes, order decisions, and stock price movements : an empirical analysis of the Taiwan Stock Exchange

Lien, Da-hsiang Donald; Hung, Pi-Hsia; Pan, Chiu-Ting - In: Review of quantitative finance and accounting 55 (2020) 1, pp. 239-268

Persistent link: https://www.econbiz.de/10012233225

Learning and Information Dissemination in Limit Order Markets

Wei, Lijian; Zhang, Wei; He, Xue-Zhong; Zhang, Yongjie - Finance Discipline Group, Business School - 2013

, and order aggressiveness on information dissemination efficiency, bid-ask spread, order submission, and order profit of …

Persistent link: https://www.econbiz.de/10010754098