An Analysis of Price-duration of Market Depth for Taiwan Stock Index Futures
碩士 === 國立高雄第一科技大學 === 金融營運所 === 91 === Market depth is defined as the volume able to be traded at a particular price level. Few works has been done to measure the market depth and investigate its determinants in the futures market. This paper adopts VENT to measure the market depth for particular pr...
| 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/56225768391610577481 |