Does public latency influence market quality? An analysis of pre-trade transparency at the Taiwan futures exchange-Reference-Cited by-同舟云学术

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Does public latency influence market quality? An analysis of pre-trade transparency at the Taiwan futures exchange

Published:2018-11 Issue: Volume:70 Page:227-240
ISSN:1062-9769
Container-title:The Quarterly Review of Economics and Finance
language:en
Short-container-title:The Quarterly Review of Economics and Finance

Author:

Wang Ming-Chang,Cheng Lee-Young,Ko Chien-Chuan,Chou Pang-Ying

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference33 articles.

1. The use of undisclosed limit orders on the Australian stock Exchange;Aitken;Journal of Banking & Finance,2001

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

3. Block trade price asymmetry and changes in depth: Evidence from the Australian stock exchange;Anderson;Financial Review,2006

4. Risk aversion, transparency, and Market performance;Ángels De Frutos;The Journal of Finance,2002

5. High frequency traders: Taking advantage of speed, working paper NBER;Aϊt-Sahalia,2013

Cited by 1 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. Development of a Deep Learning-LSTM Trend Prediction Model of Stock Prices;Proceedings of the 2019 International Conference on Management Science and Industrial Engineering - MSIE 2019;2019

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