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
Article first published 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 published online: 3 JAN 2014
- Article first published online: 28 NOV 2012
- Manuscript Accepted: 8 AUG 2012
- Manuscript Received: 19 SEP 2011
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