Acknowledgments: I am grateful to the National Science Council for Financial support (NSC96-2416-H-239-006) and two anonymous referees for helpful comments. Many thanks are also given to the Taiwan Futures Exchange for providing data to make this research feasible.
Information Content for Investor Groups in TAIEX Futures Trading*
Article first published online: 13 JUN 2011
© 2011 Korean Securities Association
Asia-Pacific Journal of Financial Studies
Volume 40, Issue 3, pages 433–466, June 2011
How to Cite
Lin, M.-C. (2011), Information Content for Investor Groups in TAIEX Futures Trading. Asia-Pacific Journal of Financial Studies, 40: 433–466. doi: 10.1111/j.2041-6156.2011.01045.x
- Issue published online: 13 JUN 2011
- Article first published online: 13 JUN 2011
- Received 20 April 2010; Accepted 14 March 2011
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