The authors would like to thank the anonymous referee and Robert Webb (the editor) for their constructive comments and suggestions that significantly improved the quality of the study. An earlier version of this study was presented at the 2011 Financial Management Association Annual Meetings, in Denver, Colorado. The 4th NCTU International Finance Conference, in Hsinchu, Taiwan, and The AsianFA and TFA 2012 Joint International Conference, in Taipei, Taiwan.
Intraday Liquidity Provision by Trader Types in a Limit Order Market: Evidence from Taiwan Index Futures
Version of Record online: 28 NOV 2012
© 2012 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 34, Issue 2, pages 145–172, February 2014
How to Cite
Chiu, J., Chung, H. and Wang, G. H. K. (2014), Intraday Liquidity Provision by Trader Types in a Limit Order Market: Evidence from Taiwan Index Futures. J. Fut. Mark., 34: 145–172. doi: 10.1002/fut.21586
A part of this work was done when Junmao Chiu was a visiting scholar in the Finance area, School of Management, George Mason University, Fairfax, VA 22030.
- Issue online: 3 JAN 2014
- Version of Record online: 28 NOV 2012
- Manuscript Accepted: 8 AUG 2012
- Manuscript Received: 19 SEP 2011
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!