The Effect of Pre-Transparency on Order Strategy, Market Performance and Information Content of Limit Order Book

博士 === 國立中山大學 === 財務管理學系研究所 === 96 === This study examines the impact of increasing pre-trade transparency on the intraday order placement strategies of individual and institutional investors. The effect of pre-trade transparency on market performance and information content of limit order book is a...

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Bibliographic Details
Main Authors: Ya-Ling Lin, 林雅玲
Other Authors: Tai Ma
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/cnk5ax