Whose trades move stock prices? Evidence from the Taiwan Stock Exchange

Author:

Lien Donald,Hung Pi-Hsia,Lin Zong-Wei

Funder

Ministry of Science and Technology, Taiwan

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference82 articles.

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2. The PIN anomaly around M&A announcements;Aktas;Journal of Financial Markets,2007

3. An analysis of trade-size clustering and its relation to stealth trading;Alexander;Journal of Financial Economics,2007

4. Empirical evidence on the evolution of liquidity: Choice of market versus limit orders by informed and uninformed traders;Anand;Journal of Financial Markets,2005

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1. The Impact of CSI SEEE Carbon Neutral Index Launched on Order Aggressiveness;Journal of Risk and Financial Management;2024-05-11

2. Whose trades contribute more to price discovery? Evidence from the Taiwan stock exchange;Review of Quantitative Finance and Accounting;2023-04-15

3. An intraday analysis of block orders on the Taiwan Stock Exchange;The Quarterly Review of Economics and Finance;2023-04

4. Order Choices: An Intraday Analysis of the Taiwan Stock Exchange;The North American Journal of Economics and Finance;2022-11

5. Trades or quotes: Which drives price discovery? Evidence from Chinese index futures markets;Journal of Futures Markets;2022-07-25

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