Josephine Yang

National Sun Yat-sen University

70 Lien-hai Rd.

Kaohsiung 80424, 80743

Taiwan

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Measuring the Probability of Informed Trading in an Order-Driven Auction Market and a Comprehensive Analysis on the Determinants of Informed Trading

Number of pages: 36 Posted: 12 May 2004
Tai Ma and Josephine Yang
National Sun Yat-sen University and National Sun Yat-sen University
Downloads 330 (101,222)

Abstract:

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Probability of informed trading, market depth, spread, call market, insiders competition, information reservation