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...

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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:	investor type stealth trading KOSPI200 futures market order splitting Economics Business & Economics Social Sciences investor type TRADE-SIZE stealth trading PRICES STEALTH MARKETS KOSPI200 futures market order splitting
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