Huang, Ching-Mann; Lin, Tsai-Yin; Yu, Chih-Hsien; Hoe, … - In: Review of Pacific Basin Financial Markets and Policies … 09 (2006) 04, pp. 575-596
This paper examines the volatility–volume relationship in Taiwan stock market, using volume data categorized by type of … trader. We consider before and after our event period of lifting the investment restrictions for foreign investors. We …