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There are 27566 results for: content related to: Intraday Liquidity Provision by Trader Types in a Limit Order Market: Evidence from Taiwan Index Futures

  1. SLIPPAGE AND THE CHOICE OF MARKET OR LIMIT ORDERS IN FUTURES TRADING

    Journal of Financial Research

    Volume 32, Issue 3, Fall 2009, Pages: 309–335, Scott Brown, Timothy Koch and Eric Powers

    Version of Record online : 7 SEP 2009, DOI: 10.1111/j.1475-6803.2009.01252.x

  2. Working Orders in Limit Order Markets and Floor Exchanges

    The Journal of Finance

    Volume 62, Issue 4, August 2007, Pages: 1589–1621, KERRY BACK and SHMUEL BARUCH

    Version of Record online : 14 AUG 2007, DOI: 10.1111/j.1540-6261.2007.01252.x

  3. The Evolution of Informed Liquidity Provision: Evidence from an Order-driven Market

    European Financial Management

    Marvin Wee and Joey W. Yang

    Version of Record online : 27 NOV 2015, DOI: 10.1111/eufm.12082

  4. Hidden Liquidity: Some New Light on Dark Trading

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 2227–2274, ROBERT BLOOMFIELD, MAUREEN O'HARA and GIDEON SAAR

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12301

  5. What Influences Trader Choice of Electronic versus Intermediated Execution?

    International Review of Finance

    Volume 11, Issue 4, December 2011, Pages: 445–476, Ryan Garvey and Fei Wu

    Version of Record online : 23 SEP 2011, DOI: 10.1111/j.1468-2443.2011.01137.x

  6. A Multi-agent System for Policy Design of Tick Size in Stock Index Futures Markets

    Systems Research and Behavioral Science

    Volume 31, Issue 4, July/August 2014, Pages: 512–526, Lijian Wei, Wei Zhang, Xiong Xiong and Yu Zhao

    Version of Record online : 13 JUN 2014, DOI: 10.1002/sres.2292

  7. Can Brokers Have It All? On the Relation between Make-Take Fees and Limit Order Execution Quality

    The Journal of Finance

    Volume 71, Issue 5, October 2016, Pages: 2193–2238, ROBERT BATTALIO, SHANE A. CORWIN and ROBERT JENNINGS

    Version of Record online : 14 SEP 2016, DOI: 10.1111/jofi.12422

  8. CANCELING LIQUIDITY

    Journal of Financial Research

    Volume 38, Issue 1, Spring 2015, Pages: 3–33, Bonnie F. Van Ness, Robert A. Van Ness and Ethan D. Watson

    Version of Record online : 23 MAR 2015, DOI: 10.1111/jfir.12051

  9. Lifting the Veil: An Analysis of Pre-trade Transparency at the NYSE

    The Journal of Finance

    Volume 60, Issue 2, April 2005, Pages: 783–815, EKKEHART BOEHMER, GIDEON SAAR and LEI YU

    Version of Record online : 2 MAR 2005, DOI: 10.1111/j.1540-6261.2005.00746.x

  10. The impact of a pro-rata algorithm on liquidity: Evidence from the NYSE LIFFE

    Journal of Futures Markets

    Volume 32, Issue 7, July 2012, Pages: 660–682, Andrew Lepone and Jin Young Yang

    Version of Record online : 21 JUN 2011, DOI: 10.1002/fut.20536

    Corrected by:

    Erratum: Erratum: The impact of a pro-rata algorithm on liquidity: Evidence from the NYSE LIFFE

    Vol. 32, Issue 8, 807, Version of Record online: 1 JUN 2012

  11. ORDER PLACEMENT STRATEGIES IN A PURE LIMIT ORDER BOOK MARKET

    Journal of Financial Research

    Volume 31, Issue 2, Summer 2008, Pages: 113–140, Charles Cao, Oliver Hansch and Xiaoxin Wang

    Version of Record online : 20 MAY 2008, DOI: 10.1111/j.1475-6803.2008.00234.x

  12. Competition for Order Flow and Smart Order Routing Systems

    The Journal of Finance

    Volume 63, Issue 1, February 2008, Pages: 119–158, THIERRY FOUCAULT and ALBERT J. MENKVELD

    Version of Record online : 10 JAN 2008, DOI: 10.1111/j.1540-6261.2008.01312.x

  13. Liquidity Commonality in Individuals’ Order Flows: New Evidence from the Taiwanese Stock Market

    Asia-Pacific Journal of Financial Studies

    Volume 45, Issue 4, August 2016, Pages: 606–645, Wen-liang Gideon Hsieh and Yuan-yi Lin

    Version of Record online : 12 SEP 2016, DOI: 10.1111/ajfs.12141

  14. Order Splitting Behavior by Different Types of Traders in the Taiwan Index Futures Markets Under Diverse Market Conditions

    Journal of Futures Markets

    Volume 34, Issue 9, September 2014, Pages: 883–910, Yun-Yi Wang

    Version of Record online : 3 MAY 2013, DOI: 10.1002/fut.21622

  15. Liquidity Dynamics in an Electronic Open Limit Order Book: an Event Study Approach

    European Financial Management

    Volume 21, Issue 1, January 2015, Pages: 52–78, Peter Gomber, Uwe Schweickert and Erik Theissen

    Version of Record online : 15 FEB 2013, DOI: 10.1111/j.1468-036X.2013.12006.x

  16. Trading Patience, Order Flows, and Liquidity in an Index Futures Market

    Journal of Futures Markets

    Volume 34, Issue 8, August 2014, Pages: 731–756, Caihong Xu

    Version of Record online : 5 MAR 2014, DOI: 10.1002/fut.21664

  17. How Wise Are Crowds? Insights from Retail Orders and Stock Returns

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 1229–1265, ERIC K. KELLEY and PAUL C. TETLOCK

    Version of Record online : 20 MAY 2013, DOI: 10.1111/jofi.12028

  18. Limit Order Book and Commonality in Liquidity

    Financial Review

    Volume 48, Issue 1, February 2013, Pages: 97–122, Wenjin Kang and Huiping Zhang

    Version of Record online : 19 MAR 2013, DOI: 10.1111/j.1540-6288.2012.00348.x

  19. THE INFORMATION CONTENT OF ORDERS ON THE SAUDI STOCK MARKET

    Journal of Financial Research

    Volume 23, Issue 2, Summer 2000, Pages: 145–156, Mohammad Al-Suhaibani and Lawrence Kryzanowski

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.2000.tb00736.x

  20. Liquidity Provision of Limit Order Trading in the Futures Market Under Bull and Bear Markets

    Journal of Business Finance & Accounting

    Volume 36, Issue 7-8, September/October 2009, Pages: 1007–1038, Min-Hsien Chiang, Tsai-Yin Lin and Chih-Hsien Jerry Yu

    Version of Record online : 4 JUN 2009, DOI: 10.1111/j.1468-5957.2009.02140.x