This article explores how different types of investors affect stock prices in a limit order book market. The researchers studied trading behavior on the Malta Stock Exchange to see how it impacts price discovery and order flow. They found that active brokers play a significant role in determining stock prices and that stocks with lower liquidity are more affected by investor trades. Additionally, stocks with higher liquidity adjust to price changes more quickly. Overall, the study shows that the behavior of investors in the market can have a significant impact on stock prices and the price discovery process.