A Study on the intraday pattern of market depth and stock price behavior of Taiwan Stock Market
碩士 === 東海大學 === 企業管理學系碩士班 === 94 === A Study on the intraday pattern of market depth and stock price behavior of Taiwan Stock Market ABSTRACT This paper examines the intraday pattern of market depth, and the relation between the market depth, bid-ask spread, and order imbalance. First we use Brockma...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/53664901221843092273 |