Liquidity Commonality in Individuals’ Order Flows: New Evidence from the Taiwanese Stock Market

Publisher: John Wiley & Sons Inc

E-ISSN: 2041-6156|45|4|606-645

ISSN: 2041-9945

Source: Asia-Pacific Journal Of Financial Studies (Electronic), Vol.45, Iss.4, 2016-08, pp. : 606-645

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Abstract