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Information, hedging demand, and institutional investors: Evidence from the Taiwan Futures Exchange

✍ Scribed by Chien, Cheng-Yi; Lee, Hsiu-Chuan; Tai, Shih-Wen; Liao, Tzu-Hsiang

Book ID
121795614
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
797 KB
Volume
23
Category
Article
ISSN
1042-444X

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## Abstract We investigate the strategic order‐splitting behavior and order aggressiveness of different types of traders using a unique dataset on the Taiwan Futures Exchange. By examining the trades and orders for each and every account, we find that, as compared with domestic institutional trader