Order submission behaviors and opening price behaviors: evidence from an emerging market

Chaoshin Chiao (), Zi-May Wang () and Hsiu-Ling Lai ()

Review of Quantitative Finance and Accounting, 2009, vol. 33, issue 3, 253-278

Keywords: Order imbalance; Order aggressiveness; Institutional investors; Order submission behaviors; Opening price behaviors; G12; G14 (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (7)

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DOI: 10.1007/s11156-009-0110-6

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