Work

The impacts of large trades by trader types on intraday futures prices: Evidence from the Taiwan Futures Exchange

Year: 2010

Type: article

Source: Pacific-Basin Finance Journal

DOI: 10.1016/j.pacfin.2010.08.003

Authors: Robin K. Chou, George H.K. Wang, Yun-Yi Wang, Johan Bjursell

Institutions: National Chengchi University, George Mason University, Feng Chia University, Barclays (United Kingdom)

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1994541552

FWCI: 1.483

Cites: 25

Cited by: 15

Related to: 10