Price discovery and price leadership of various investor types: evidence from Taiwan futures markets
Author:
Funder
NCCU Office of Research and Development
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s11156-018-0760-3.pdf
Reference38 articles.
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2. Bohl MT, Salm CA, Schuppli M (2011) Price discovery and investor structure in stock index futures. J Futur Mark 31:282–306
3. Brennan MJ, Ca HH (1997) International portfolio investment flows. J Finance 52:1851–1880
4. Carhart MM (1997) On persistence in mutual fund performance. J Finance 52:57–82
5. Chang CC, Hsieh PF, Lai HN (2009) Do informed option investors predict stock returns? Evidence from the Taiwan stock exchange. J Bank Finance 33:757–764
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