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Whose trades contribute more to price discovery? Evidence from the Taiwan stock exchange
This research explores whose trades contribute to price discovery in the Taiwan Stock Exchange. We estimate the information share (IS) on a stock-trader-direction basis. Our empirical results present several new findings as follows. Institutional investors exhibit higher IS per order and contribute...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2023
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10105614/ http://dx.doi.org/10.1007/s11156-023-01150-7 |