台灣期貨市場之買賣價差因子分析

台灣期貨市場之買賣價差因子分析

Show other versions (1)

This paper investigates the liquidity and the bid-ask spread components of the Taiwan Stock Exchange Capitalization Weighted Stock Index futures contracts, Taiwan Stock Exchange Electronic Sector Index futures contracts, and Taiwan Stock Exchange Banking and Insurance Sector Index futures contract...

Full description

Bibliographic Details
Main Authors: 蘇筱芸, SU，HSIAO-YUN
Language:英文
Published: 國立政治大學
Subjects:
期貨市場
台灣期貨交易所
流動性
交易成本
買賣價差
Bid-Ask
Spread Components
Taiwan Futures Exchange
Liquidity
Transaction Cost
Online Access:http://thesis.lib.nccu.edu.tw/cgi-bin/cdrfb3/gsweb.cgi?o=dstdcdr&i=sid=%22G0091351006%22.

Internet

http://thesis.lib.nccu.edu.tw/cgi-bin/cdrfb3/gsweb.cgi?o=dstdcdr&i=sid=%22G0091351006%22.

Similar Items