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The Impacts of Individual Day Trading Strategies on Market Liquidity and Volatility: Evidence from the Taiwan Index Futures Market |
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| Authors: | Robin K. Chou George H. K. Wang Yun‐Yi Wang |
| Affiliation: | 1. Robin K. Chou is a Professor of Finance and Risk and Insurance Research Center, College of Commerce, National Chengchi University, Taipei, Taiwan;2. George H. K. Wang is a Research Professor of Finance, School of Management, George Mason University, Fairfax, Virginia;3. Yun‐Yi Wang is an Associate Professor of Finance, Feng Chia University, Taichung, Taiwan |
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