Whose trades contribute more to price discovery? Evidence from the Taiwan stock exchange
Author:
Funder
Ministry of Science and Technology, Taiwan
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
https://link.springer.com/content/pdf/10.1007/s11156-023-01150-7.pdf
Reference83 articles.
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3. Agudelo DA, Byder J, Yepes-Henao P (2019) Performance and informed trading. Comparing foreigners, institutions and individuals in an emerging stock market. J Int Money Financ 90:187–203
4. Ahn H-J, Kang J, Ryu D (2010) Information effects of trade size and trade direction: evidence from the KOSPI 200 index options market. Asia Pac J Financ Stud 39(3):301–339
5. Ahn K, Bi Y, Sohn S (2019) Price discovery among SSE 50 Index-based spot, futures, and options markets. J Futur Mark 39(2):238–259
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