The impacts of large trades by trader types on intraday futures prices: Evidence from the Taiwan Futures Exchange
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Murphy Jun Jie Lee, 2013. "The Microstructure of Trading Processes on the Singapore Exchange," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 4.
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KeywordsLarge trades Trader types Total price effects Liquidity effects Information effects Futures price behavior;
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