The empirical study of stock price when it hits price limits --the application of high frequency data
碩士 === 國立政治大學 === 國際貿易學系 === 87 === This thesis is an application of the market microstructure theory’. In light of some trading mechanisms in our stock market, such as price limit, bid-asked spread, tick size, and auction system, those trading rules would influence the behavior of investors. We wan...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/04866097103844992355 |