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Technical analyses and order submission behaviors: Evidence from an emerging market. (2012). Wang, Zi-Mei ; Chang, Ya-Ting ; Chiao, Chaoshin.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:24:y:2012:i:c:p:109-128.

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  2. Does board structure affect stock price overshooting informativeness measured by stochastic oscillator indicators?. (2022). Liao, Yulu ; Cheng, Yirung ; Ni, Yensen ; Huang, Paoyu.
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  3. Can investors profit by utilizing technical trading strategies? Evidence from the Korean and Chinese stock markets. (2022). Cheng, Yirung ; Ni, Yensen ; Huang, Paoyu ; Day, Min-Yuh.
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  4. Do Investment Strategies Matter for Trading Global Clean Energy and Global Energy ETFs?. (2022). Ni, Yensen ; Huang, Paoyu ; Day, Min-Yuh ; Hsu, Chinning.
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  5. The Effect of Online Investor Sentiment on Stock Movements: An LSTM Approach. (2020). Shen, Xiaohong ; Yu, Guangjin ; Wang, Gaoshan.
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  6. Air pollution, individual investors, and stock pricing in China. (2020). Lu, Jing ; Wu, Qinin.
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  7. Economic benefits of technical analysis in portfolio management: Evidence from global stock markets. (2019). Hsu, Yuanteng ; Wang, Jyingnan ; Du, Jiangze ; Liu, Hungchun.
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  8. Testing the effect of technical analysis on market quality and order book dynamics. (2019). PETITJEAN, Mikael ; Mazza, Paolo.
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  9. Trading as sharp movements in oil prices and technical trading signals emitted with big data concerns. (2019). Ni, Yensen ; Huang, Paoyu ; Day, Min-Yuh.
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  10. A literature review of technical analysis on stock markets. (2017). Kimura, Herbert ; Sobreiro, Vinicius Amorim ; Farias, Rodolfo Toribio ; Lima, Jessica.
    In: The Quarterly Review of Economics and Finance.
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  11. MA trading rules, herding behaviors, and stock market overreaction. (2015). Liao, Yi-Ching ; Ni, Yensen ; Huang, Paoyu.
    In: International Review of Economics & Finance.
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  12. Trading costs on the Stock Exchange of Thailand. (2015). Ding, David ; Yang, Yung Chiang ; Jenwittayaroje, Nattawut ; Charoenwong, Charlie.
    In: International Review of Financial Analysis.
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  13. Do Japanese candlesticks help solve the trader’s dilemma?. (2014). Mazza, Paolo ; Detollenaere, Benoit.
    In: Journal of Banking & Finance.
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  14. Predictive ability and profitability of simple technical trading rules: Recent evidence from Southeast Asian stock markets. (2013). Nartea, Gilbert ; Yao, Lee J. ; Yu, Hao ; Gan, Christopher.
    In: International Review of Economics & Finance.
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    RePEc:eee:glofin:v:17:y:2007:i:3:p:379-396.

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  35. Modelling the buy and sell intensity in a limit order book market. (2007). Hall, Anthony ; Hautsch, Nikolaus.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:10:y:2007:i:3:p:249-286.

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  36. Does the open limit order book matter in explaining long run volatility ?. (2006). Veredas, David ; PASCUAL, ROBERTO.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2006110.

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  37. A Budapest Likviditási Mérték bevezetéséről. A magyar részvények likviditásának összehasonlító elemzése a budapesti, a varsói és a londoni értéktőzsdéken. (2005). Vegh, Richard ; Kutas, Gabor .
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:777.

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  38. The make or take decision in an electronic market: Evidence on the evolution of liquidity. (2005). Bloomfield, Robert ; O'Hara, Maureen ; Saar, Gideon.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:75:y:2005:i:1:p:165-199.

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  39. Share price performance following actual share repurchases. (2005). Zhang, Hua.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:7:p:1887-1901.

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  40. Price clustering on the limit-order book: Evidence from the Stock Exchange of Hong Kong. (2005). Cheung, Yan Leung ; Cai, Jun ; Ahn, Hee-Joon.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:8:y:2005:i:4:p:421-451.

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  41. Price limit performance: evidence from transactions data and the limit order book. (2005). Kim, Kenneth ; Chan, Soon Huat ; Rhee, Ghon S..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:12:y:2005:i:2:p:269-290.

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  42. Volatility regimes and the provision of liquidity in order book markets. (2005). Giot, Pierre ; Durré, Alain ; Beltran, Helena ; Durre, Alain.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2005012.

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  43. Commonalities in the order book. (2005). Grammig, Joachim ; Giot, Pierre ; Beltran, Helena .
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2005011.

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  44. Order Submission: The Choice between Limit and Market Orders. (2005). Lo, Ingrid ; Sapp, Stephen G..
    In: Staff Working Papers.
    RePEc:bca:bocawp:05-42.

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  45. Does Anonymity Matter in Electronic Limit Order Markets?. (2004). Theissen, Erik ; Moinas, Sophie ; Foucault, Thierry.
    In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems.
    RePEc:trf:wpaper:3.

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  46. Determinants of the decision to submit market or limit orders on the ASX. (2004). Ching, Simon ; Verhoeven, Peter.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:12:y:2004:i:1:p:1-18.

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  47. Market Dynamics Around Public Information Arrivals. (2002). Ranaldo, Angelo.
    In: FAME Research Paper Series.
    RePEc:fam:rpseri:rp45.

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  48. The components of the bid-ask spread in a limit-order market: evidence from the Tokyo Stock Exchange. (2002). Hamao, Yasushi ; Cai, Jun ; Ho, Richard Y. K., ; Ahn, Hee-Joon.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:9:y:2002:i:4:p:399-430.

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  49. Liquidity Supply and Demand in Limit Order Markets. (2002). Slive, Joshua ; Sandas, Patrik ; Hollifield, Burton ; Miller, Robert A. ; Sands, Patrik.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3676.

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  50. Managerial timing and corporate liquidity: *1: evidence from actual share repurchases. (2001). Chung Dennis Y., ; Paul, Brockman.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:61:y:2001:i:3:p:417-448.

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