Classification of trade direction for an equity market with price limit and order match: evidence from the Taiwan stock market
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
LLC "CPC "Business Perspectives"
2009-10-01
|
| Series: | Investment Management & Financial Innovations |
| Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/2752/imfi_en_2009_03_cont_Lu.pdf |