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2. Monday mornings: Individual investor trading on days of the week and times within a day. (2019). Willows, Gizelle D ; Richards, Daniel W.
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3. Media sentiment and trading strategies of different types of traders. (2017). Wee, Marvin ; Yang, Joey W ; Cahill, Daniel.
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1. Arbitrage opportunities, liquidity provision, and trader types in an index option market. (2020). Chiu, Junmao ; Chung, Huimin ; Chen, Chinho.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:40:y:2020:i:3:p:279-307.

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2. Price limit changes, order decisions, and stock price movements: an empirical analysis of the Taiwan Stock Exchange. (2020). Hung, Pi-Hsia ; Lien, Donald ; Pan, Chiu-Ting.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:55:y:2020:i:1:d:10.1007_s11156-019-00842-3.

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3. Whose trades move stock prices? Evidence from the Taiwan Stock Exchange. (2020). Lin, Zong-Wei ; Hung, Pi-Hsia ; Lien, Donald.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:66:y:2020:i:c:p:25-50.

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4. The effects of trade size and market depth on immediate price impact in a limit order book market. (2020). Anderson, Heather ; Lajbcygier, Paul ; Pham, Manh Cuong ; Duong, Huu Nhan.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301603.

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5. Security price formation and informed trading with constrained short selling. (2019). Henry, Tyler R.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:53:y:2019:i:1:d:10.1007_s11156-018-0745-2.

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6. Speed and trading behavior in an order-driven market. (2019). Park, Seongkyu (Gilbert) ; Ryu, Doojin.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:53:y:2019:i:c:p:145-164.

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7. Trading aggressiveness, order execution quality, and stock price movements: Evidence from the Taiwan stock exchange. (2019). Hung, Pi-Hsia ; Lien, Donald.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:60:y:2019:i:c:p:231-251.

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8. Information content of the limit order book for crude oil futures price volatility. (2019). Tian, Xiao ; Kalev, Petko S ; Duong, Huu Nhan.
   In: Energy Economics.
   RePEc:eee:eneeco:v:81:y:2019:i:c:p:584-597.

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9. Market uncertainty and market orders in futures markets. (2018). Wu, Rebecca Chungfern ; Zhu, Ning ; Chang, Matthew C ; Tsai, Chihling.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:38:y:2018:i:8:p:865-880.

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10. Does public latency influence market quality? An analysis of pre-trade transparency at the Taiwan futures exchange. (2018). Chou, Pang-Ying ; Wang, Ming-Chang ; Cheng, Lee-Young ; Ko, Chien-Chuan.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:70:y:2018:i:c:p:227-240.

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11. The effect of anonymity on price efficiency: Evidence from the removal of broker identities. (2018). Vu, Van Hoang ; Lajbcygier, Paul ; Lu, Jerry Shuai ; Duong, Huu Nhan.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:51:y:2018:i:c:p:95-107.

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12. Order cancellations across investor groups: evidence from an emerging order-driven market. (2017). Wang, Zi-May ; Tong, Shiau-Yuan ; Chiao, Chaoshin.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:49:y:2017:i:4:d:10.1007_s11156-017-0620-6.

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13. The information content of special orders. (2017). Vu, Van Hoang ; Lajbcygier, Paul ; Duong, Huu Nhan.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:45:y:2017:i:c:p:68-81.

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14. Pre-trade transparency in over-the-counter bond markets. (2017). Zhong, Zhuo ; Chen, Fan.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:45:y:2017:i:c:p:14-33.

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15. Informed trading and price discovery before corporate events. (2017). Baruch, Shmuel ; Panayides, Marios ; Venkataraman, Kumar.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:125:y:2017:i:3:p:561-588.

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16. 1-share orders and trades. (2017). Davis, Ryan L ; van Ness, Robert ; Roseman, Brian S.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:75:y:2017:i:c:p:109-117.

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17. Dynamic autocorrelation of intraday stock returns. (2017). Dong, XI ; Feng, Shu ; Song, Pingping ; Ling, Leng.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:20:y:2017:i:c:p:274-280.

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18. Stepping out of the limit order book: Empirical evidence from the EBS FX market. (2016). Yoshida, Yushi ; Susai, Masayuki.
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19. Investor sentiment, order submission, and investment performance on the Taiwan Stock Exchange. (2016). Hung, Pi-Hsia.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:39:y:2016:i:c:p:124-140.

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20. The Evolution of Informed Liquidity Provision: Evidence from an Order€ driven Market. (2016). Wee, Marvin ; Yang, Joey W.
    In: European Financial Management.
    RePEc:bla:eufman:v:22:y:2016:i:5:p:882-915.

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21. An Investigation into Sentiment-Induced Institutional Trading Behavior and Asset Pricing in the REIT Market. (2015). Marcato, Gianluca ; Das, Prashant ; Freybote, Julia.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:51:y:2015:i:2:p:160-189.

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22. Limit order book transparency and order aggressiveness at the closing call: Lessons from the TWSE 2012 new information disclosure mechanism. (2015). Chen, Shu-Heng ; Tseng, Yi-Heng.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:35:y:2015:i:pa:p:241-272.

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23. Investors’ perception of corporate governance: a spillover effect of Taiwan corporate scandals. (2014). Fan, Whei-May ; Lee, Jie-Haun .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:43:y:2014:i:1:p:97-119.

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24. (Un)skilled leveraged trading of retail investors. (2014). Meyer, Stephan ; Schroff, Sebastian ; Weinhardt, Christof.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:28:y:2014:i:2:p:111-138.

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25. Informed trading, trading strategies and the information content of trading volume: Evidence from the Taiwan index options market. (2014). Hsieh, Wen-liang G. ; He, Huei-Ru .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:31:y:2014:i:c:p:187-215.

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26. Order choices under information asymmetry in foreign exchange markets. (2014). Gau, Yin-Feng ; Wu, Zhen-Xing.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:30:y:2014:i:c:p:106-118.

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27. Waiting costs and limit order book liquidity: Evidence from the ex-dividend deadline in Australia. (2014). Lee, Adrian ; Ainsworth, Andrew.
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    RePEc:eee:finmar:v:20:y:2014:i:c:p:101-128.

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28. The Microstructure of Trading Processes on the Singapore Exchange. (2013). Murphy Jun Jie Lee, .
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29. The Microstructure of Trading Processes on the Singapore Exchange. (2013). Jie, Murphy Jun.
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30. Limit order books. (2013). Howison, Sam D. ; Porter, Mason A. ; Gould, Martin D. ; McDonald, Mark ; Fenn, Daniel J. ; Williams, Stacy.
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31. Limit Order Books. (2013). Williams, Stacy ; Howison, Sam D. ; Porter, Mason A. ; Gould, Martin D. ; McDonald, Mark ; Fenn, Daniel J..
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32. Transact taxes in a price maker/taker market. (2012). Rosenthal, Dale ; Thomas, Nordia Diana Marie, ; Rosenthal, Dale W. R., .
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33. Are informed traders reluctant to bear price risk or execution risk?. (2012). wu, fei ; Garvey, Ryan.
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34. Predicting Bid-Ask Spreads Using Long Memory Autoregressive Conditional Poisson Models. (2011). Hautsch, Nikolaus ; Gro-Klumann, Axel .
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35. Detecting Information-Driven Trading in a Dealers Market. (2011). Kopriva, Frantisek ; Hanousek, Jan ; Kopiva, Frantiek .
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36. The impact of investor base on the costs of capital for IPOs. (2011). Chen, Hung-Ling ; Chow, Edward H..
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37. Information, speed vs. cost trade-offs, and order routing decisions in U.S. equity markets. (2011). wu, fei ; Garvey, Ryan.
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    RePEc:eee:empfin:v:18:y:2011:i:3:p:408-422.

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38. Sunshine trading: Flashes of trading intent at the NASDAQ. (2011). Sojli, Elvira ; Skjeltorp, Johannes ; Tham, Wing Wah.
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39. Hidden Limit Orders and Liquidity in Order Driven Markets. (2010). Moinas, Sophie.
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40. Does the Open Limit Order Book Matter in Explaining Informational Volatility?. (2010). Veredas, David ; PASCUAL, ROBERTO.
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41. Hidden Limit Orders and Liquidity in Order Driven Markets. (2010). Moinas, Sophie.
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42. Limit-order submission strategies under asymmetric information. (2010). Schmeling, Maik ; Osler, Carol ; Menkhoff, Lukas.
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43. Limit-Order Submission Strategies under Asymmetric Information. (2010). Schmeling, Maik ; Osler, Carol ; Menkhoff, Lukas.
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44. Investor behaviour in response to Australia’s capital gains tax. (2010). Sherry, Sam ; Brown, Philip ; Ferguson, Andrew.
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45. What pieces of limit order book information matter in explaining order choice by patient and impatient traders?. (2009). Veredas, David ; PASCUAL, ROBERTO.
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46. Are magnet effects caused by uninformed traders? Evidence from Taiwan Stock Exchange. (2009). Wong, Woon ; Chang, Matthew C. ; Tu, Anthony H..
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47. Informed trading and liquidity in the Shanghai Stock Exchange. (2009). Wong, Woon ; Tian, Yixiang ; Tan, Dijun .
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48. Asymmetric information in the interbank foreign exchange market. (2009). Rime, Dagfinn ; Osler, Carol ; Bjønnes, Geir ; Bjonnes, Geir H..
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49. Source of Information-Driven Trading on the Prague Stock Exchange. (2008). Kopriva, Frantisek.
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50. Does the open limit order book matter in explaining long run volatility ?. (2006). Veredas, David ; PASCUAL, ROBERTO.
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