A Study of Bid-Ask Spread in Order-Driven Market－The Case of TAIEX Index Options
碩士 === 國立高雄第一科技大學 === 金融營運所 === 91 === Many researchers applied bid-ask spread when discussing market liquidity. They analyzed the spreads’ intraday pattern and decomposed the three factors of bid-ask spread, including order processing cost, inventory holding cost, and adverse selection cost in a qu...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/14697137632404538168 |