Classification of trade direction for an equity market with price limit and order match: evidence from the Taiwan stock market

Bibliographic Details
Main Authors: Yang-Cheng Lu, Yu Chen Wei
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