SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The intraday effect and the extension of trading hours for Taiwanese securities · Study

ArticleShelves

ArticleThe intraday effect and the extension of trading hours for Taiwanese securities

Yu-Ju Fan2006

Article2006

The intraday effect and the extension of trading hours for Taiwanese securities

Yu-Ju Fan · Hung‐Neng Lai

25 citations·0/0 files stored·International Review of Financial Analysis

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 25 citations exist upstream.

References

1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1988A Theory of Intraday Patterns: Volume and Price Variability 1994Is the Electronic Open Limit Order Book Inevitable?1993Stealth trading and volatility 1992An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks 1986A transaction data study of weekly and intradaily patterns in stock returns 1988The Dependence between Hourly Prices and Trading Volume 1985An Investigation of Transactions Data for NYSE Stocks

Cited by

2009Intraday Price Discovery in Emerging European Stock Markets 2007Time-Varying Comovements in Developed and European Stock Markets: Evidence from Intraday Data

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2004Intra Day Bid‐Ask Spreads, Trading Volume and Volatility: Recent Empirical Evidence from the London Stock Exchangearticle · 11 shared references 2006Limit orders and the intraday behavior of market liquidity: Evidence from the Toronto stock exchangearticle · 11 shared references 2000An exploratory analysis of the order book, and order flow and execution on the Saudi stock marketarticle · 10 shared references 2012The Intraday Pattern of Trading Activity, Return Volatility and Liquidity: Evidence from the Emerging Tunisian Stock Exchangearticle · 10 shared references 1997High frequency data in financial markets: Issues and applicationsarticle · 9 shared references 1994Trading and Liquidity on the Tokyo Stock Exchange: A Bird's Eye Viewarticle · 9 shared references

Details

Year2006

Typearticle

Published2006-01-01

VenueInternational Review of Financial Analysis

ISSN-L1057-5219

Languageen

Citations25

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.irfa.2006.02.005

openalex_workW1965016131

Links

Imported from OpenAlex (CC0) — nothing here is generated.