The effectiveness of the order-splitting strategy: an analysis of unique data

This letter first examines the effectiveness of the order-splitting strategy by analysing the unique intraday dataset of the KOSPI200 futures market, which contains high-quality information on the classes and identification of investors. The empirical finding indicates that a significant number of t...

Full description

Saved in:
Bibliographic details
Volume: 19
Main Author: Ryu, Doojin
Format: Journal Article
Language: English
Place of publication: ABINGDON Taylor & Francis 01.04.2012
ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
Taylor and Francis Journals
published in: Applied economics letters Vol. 19; no. 6; pp. 541 - 549
ORCID: 0000-0002-0059-4887
Data of publication: 4/1/2012
ISSN: 1350-4851
1466-4291
EISSN: 1466-4291
Discipline: Economics
Series: Applied Economics Letters
Subjects:
Online Access: Fulltext
Database: Social Sciences Citation Index
Web of Science - Social Sciences Citation Index - 2012
Web of Knowledge
Web of Science
RePEc
RePEc IDEAS
CrossRef
Database information Databases - DBIS