Does proprietary day trading provide liquidity at a cost to investors?
Capitalizing on the special case of Malaysia in which proprietary day traders (PDTs) are mandated to boost liquidity and the recent availability of trading data, this paper empirically examines the liquidity effect of proprietary day trading. Using daily data spanning October 2012 to June 2018, we f...
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| 主要な著者: | , , |
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| フォーマット: | 論文 |
| 出版事項: |
Elsevier
2020
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| 主題: | |
| オンライン･アクセス: | http://eprints.um.edu.my/36852/ |
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