The impact of foreign institutional traders on price efficiency: Evidence from the Taiwan futures market

Pacific Basin Finance Journal

Volumn 34, Issue , 2015, Pages 24-42

  Hao, Ying ^a   Chou, Robin K ^b   Ho, Keng Yu ^c   Weng, Pei Shih ^d  

^a CHONGQING UNIVERSITY   (China)

^b NATIONAL CHENGCHI UNIVERSITY   (Taiwan)

^c NATIONAL TAIWAN UNIVERSITY   (Taiwan)

^d NATIONAL DONG HWA UNIVERSITY   (Taiwan)

Author keywords

Foreign institutional trader; G12; G14; Order aggressiveness; Price efficiency

Indexed keywords

EID: 84934877534     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.pacfin.2015.05.002     Document Type: Article

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