Price limit changes and market quality in the Taiwan Stock Exchange
D Lien, PH Hung, JD Zhu, YH Chen - Pacific-Basin Finance Journal, 2019 - Elsevier
This study examines the relationships between price limit changes and market quality in the
Taiwan Stock Exchange taking into account limit hits, order choices, and firm characteristics …
Taiwan Stock Exchange taking into account limit hits, order choices, and firm characteristics …
Derivative markets in emerging economies: A survey
We review the literature on derivatives in emerging markets. This young but booming
literature appears to be concentrated on a few countries, but is quite rich in terms of subject …
literature appears to be concentrated on a few countries, but is quite rich in terms of subject …
Does social communication make investors stay in the market?
The role of online discussions in rallying investors has been highlighted by the GameStop
frenzy of 2021. We know little, however, about the effect of online discussions on investor …
frenzy of 2021. We know little, however, about the effect of online discussions on investor …
Relationship between the trading behavior of three institutional investors and Taiwan Stock Index futures returns
HC Lai, KM Wang - Economic Modelling, 2014 - Elsevier
The relations between institutional investors' behavior and futures returns are examined in
this study. Evidence suggests that net trading volume by foreign investors and investment …
this study. Evidence suggests that net trading volume by foreign investors and investment …
Why and how do foreign institutional investors outperform domestic investors in futures trading: Evidence from Taiwan
YW Chuang, YF Lin, PS Weng - Journal of Futures Markets, 2019 - Wiley Online Library
A unique data set containing all transactions from the Taiwan Futures Exchange allows us to
dissect the long‐lasting outperformance of foreign institutional investors in this emerging …
dissect the long‐lasting outperformance of foreign institutional investors in this emerging …
Algorithmic trading and market quality: Evidence from the Taiwan index futures market
This study examines the effects of different algorithmic traders on market quality and the
price discovery process, considering the impact of different trading strategies and market …
price discovery process, considering the impact of different trading strategies and market …
Derivative trading in emerging markets: A survey
JB Singh, SD Singh - Journal of Business Thought, 2017 - ischolar.sscldl.in
No doubt in recent past there has been overwhelming use of derivatives in advanced
economies but its use in emerging economies has also accelerated, especially after global …
economies but its use in emerging economies has also accelerated, especially after global …
FII, stock exchange return, and the leverage effect: Evidence from india
M Singhania, N Saini - The Journal of Wealth Management, 2016 - search.proquest.com
The present study examines the impact of foreign institutional investment (FII) on SENSEX
returns and exchange rate and vice versa. The study considers the monthly data of five …
returns and exchange rate and vice versa. The study considers the monthly data of five …
[CITATION][C] Information Advantage or Order Aggressiveness? Just Why Foreign Institutional Investors Have Superior Trading Performance on the Emerging Market
JWFII Have
[CITATION][C] Just Why Foreign Institutional Investors Have Superior Trading Performance than the Locals: A study of the Taiwan Futures Market
PS Weng, YF Lin