The Impacts of Individual Day Trading Strategies on Market Liquidity and Volatility: Evidence from the Taiwan Index Futures Market

Publisher： John Wiley & Sons Inc

E-ISSN： 1096-9934|35|5|399-425

ISSN： 0270-7314

Source： THE JOURNAL OF FUTURES MARKETS, Vol.35, Iss.5, 2015-05, pp. : 399-425

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