Intraday Liquidity Provision by Trader Types in a Limit Order Market: Evidence from Taiwan Index Futures
2012 ◽
Vol 34
(2)
◽
pp. 145-172
◽
Junmao Chiu
◽
Huimin Chung
◽
George H. K. Wang
Junmao Chiu
◽
Huimin Chung
◽
George H. K. Wang
Junmao Chiu
◽
Huimin Chung
◽
George H. K. Wang
2013 ◽
Vol 8
(2)
◽
pp. 57-73
Rouetbi Emna
◽
Mamoghli Chokri
Michael Brolley
◽
Katya Malinova
2009 ◽
Vol 36
(7-8)
◽
pp. 1007-1038
◽
Min-Hsien Chiang
◽
Tsai-Yin Lin
◽
Chih-Hsien Jerry Yu
Juhani T. Linnainmaa
◽
Ioanid Rosu
Sabrina Buti
◽
Barbara Rindi
2013 ◽
Vol 109
(3)
◽
pp. 797-812
◽
Sabrina Buti
◽
Barbara Rindi
2015 ◽
Vol 36
(2)
◽
pp. 7
◽
Koichi Hamada
◽
Kouji Sasaki
◽
Toshiaki Watanabe