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Trading patterns of big versus small players in an emerging market: An empirical analysis

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Author Info
Lee, Yi-Tsung
Lin, Ji-Chai
Liu, Yu-Jane
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File URL: http://www.sciencedirect.com/science/article/B6VCY-4123M78-1/2/f65c63b8129eac2cb52b615841339474
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Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 23 (1999)
Issue (Month): 5 (May)
Pages: 701-725
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Handle: RePEc:eee:jbfina:v:23:y:1999:i:5:p:701-725

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  1. Wong, Woon K & Copeland, Laurence & Lu, Ralph, 2008. "The Other Side of the Trading Story: Evidence from NYSE," Cardiff Economics Working Papers E2008/12, Cardiff University, Cardiff Business School, Economics Section. [Downloadable!]
  2. Juan A. Lafuente & Manuel Illueca Muñoz, 2004. "Introducing The Mini-Futures Contract On Ibex-35: Implications For Price Discovery And Volatility Transmission," Working Papers. Serie EC 2004-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
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  3. Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 2001. "The Role of Large Players in Currency Crises," NBER Working Papers 8303, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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This page was last updated on 2009-12-30.


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