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The impact of speculative trading on stock return volatility: the evidence from Taiwan

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  • Hsin, Chin-Wen
  • Guo, Wen-Chung
  • Tseng, Seng-Su
  • Luo, Wen-Chih

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  • Hsin, Chin-Wen & Guo, Wen-Chung & Tseng, Seng-Su & Luo, Wen-Chih, 2003. "The impact of speculative trading on stock return volatility: the evidence from Taiwan," Global Finance Journal, Elsevier, vol. 14(3), pages 243-270, December.
    • Handle: RePEc:eee:glofin:v:14:y:2003:i:3:p:243-270
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    Cited by:

    1. Yingyi Hu, 2019. "Short-horizon market efficiency, order imbalance, and speculative trading: evidence from the Chinese stock market," Annals of Operations Research, Springer, vol. 281(1), pages 253-274, October.

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