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Intraday Liquidity Provision by Trader Types in a Limit Order Market: Evidence from Taiwan Index Futures.
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- Journal of Futures Markets, 2014, v. 34, n. 2, p. 145, doi. 10.1002/fut.21586
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- Article
External social networks and tax avoidance.
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- Review of Quantitative Finance & Accounting, 2024, v. 62, n. 4, p. 1459, doi. 10.1007/s11156-024-01242-y
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- Article
Funding constraints, financial crisis, and price discovery between the futures and spot markets.
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- European Financial Management, 2024, v. 30, n. 4, p. 1956, doi. 10.1111/eufm.12464
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- Article
US macroeconomic surprises and the emerging‐market sovereign CDS market.
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- European Financial Management, 2023, v. 29, n. 2, p. 549, doi. 10.1111/eufm.12363
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- Article
Arbitrage opportunities, liquidity provision, and trader types in an index option market.
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- Journal of Futures Markets, 2020, v. 40, n. 3, p. 279, doi. 10.1002/fut.22077
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- Article
Order Aggressiveness, Trading Patience, and Trader Types in a Limit Order Market.
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- Journal of Futures Markets, 2017, v. 37, n. 11, p. 1094, doi. 10.1002/fut.21832
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- Article
Fear Sentiment, Liquidity, and Trading Behavior: Evidence from the Index ETF Market.
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- Review of Pacific Basin Financial Markets & Policies, 2014, v. 17, n. 3, p. 1, doi. 10.1142/S0219091514500179
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- Article