Information content of the time between trades in the MSCI Taiwan stock index futures
碩士 === 國立高雄第一科技大學 === 金融營運所 === 93 === Abstract This study focuses on the role of time playing in the price and trade process. O' Hara, however, proposed that the importance of time is ultimately an empirical question…. In order to analyze the relationship between time duration and price impa...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/90586690744584508403 |