Price Discovery and Trading Activity in Taiwan Stock and Futures Markets-Reference-Cited by-同舟云学术

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Price Discovery and Trading Activity in Taiwan Stock and Futures Markets

Published:2018-08-10 Issue:5 Volume:56 Page:963-976
ISSN:1540-496X
Container-title:Emerging Markets Finance and Trade
language:en
Short-container-title:Emerging Markets Finance and Trade

Author:

Hung Jui-Cheng¹^ORCID,Liu Yu-Hong²^ORCID,Jiang I-Ming³,Liang Shuh⁴

Affiliation:

1. Department of Banking and Finance, Chinese Culture University, Taipei, Taiwan

2. Graduate Institute of Finance, National Cheng Kung University, Tainan City, Taiwan

3. Faculty of Digital Finance, College of Management, Yuan Ze University, Chung-Li, Taiwan

4. Department of International Business, Soochow University, Taipei, Taiwan

Funder

National Science Council

Ministry of Science and Technology of the Republic of China

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2018.1451324

Reference53 articles.

1. Momentum Trading by Institutions

2. Price discovery and common factor models

3. Do Retail Trades Move Markets?

4. Just How Much Do Individual Investors Lose by Trading?

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A 3D Membership Function-Based Type-2 Fuzzy Brain Emotional Learning Predictor for Forecasting Taiwan Stock Price;International Journal of Fuzzy Systems;2024-01-22

2. Effectiveness of Price Limit on Stock Market Network: A Time-Migrated DCCA Approach;Complexity;2021-01-18

3. Quantile information share under Markov regime‐switching;Journal of Futures Markets;2020-12-17

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