Market Transparency Effect on Liquidity, Volatility and Trading Cost: Empirical on Limited Order Book
碩士 === 淡江大學 === 財務金融學系碩士班 === 96 === In order to elevate market transparency of the information, Taiwan Stock Exchange Corporation (TSEC) started to disclose the best five bids and asks quotations in January 2, 2003. We apply the structural model of Sandas (2001) and use the data of limit order book...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/45792605758520769105 |