Liquidity Commonality in Individuals’ Order Flows: New Evidence from the Taiwanese Stock Market

Keyphrases

• Active Individual 20%
• Herding 20%
• Inclusion Effect 20%
• Index Inclusion 20%
• Institutional Traders 20%
• Investor Trading 20%
• Liquidity 20%
• Liquidity Commonality 100%
• Liquidity Provision 40%
• New Evidence 100%
• Order Flow 100%
• Retail Investors 40%
• Retail Traders 20%
• Retailers 20%
• Size Effect 20%
• Size Index 20%
• Stock Market 100%
• Taiwanese 100%
• Traders 20%

Economics, Econometrics and Finance

• New Orders 100%
• Retail Investors 40%