The impacts of day trading activity on market quality: evidence from the policy change on the Taiwan stock market

The impacts of day trading activity on market quality: evidence from the policy change on the Taiwan stock market

This paper aims to investigate the impact of day trading on market quality on the Taiwan stock market with the implementation of a unique policy change. This paper examines 396 listed stocks from June 2015 to October 2016, a period when the stock market in Taiwan officially approved selected stocks...

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Bibliographic Details
Main Authors: Tun-Ya Yang, Si-Yuan Huang, Wei-Che Tsai, Pei-Shih Weng
Format: Article
Language:English
Published: Emerald Publishing 2020-12-01
Series:Seonmul yeongu
Subjects:
day trading
bid–ask spread
price depth
volatility
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Online Access:https://www.emerald.com/insight/content/doi/10.1108/JDQS-06-2020-0015/full/pdf?title=the-impacts-of-day-trading-activity-on-market-quality-evidence-from-the-policy-change-on-the-taiwan-stock-market

Internet

https://www.emerald.com/insight/content/doi/10.1108/JDQS-06-2020-0015/full/pdf?title=the-impacts-of-day-trading-activity-on-market-quality-evidence-from-the-policy-change-on-the-taiwan-stock-market

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