Market Return and Liquidity Provision:Evidence from the Taiwan Stock Exchange
碩士 === 國立東華大學 === 國際經濟研究所 === 97 === Applying order-level data to reconstruct the limit order book, this paper examines the relationship between market return and liquidity provision in the Taiwan Stock Exchange. We investigate that liquidity levels respond asymmetrically to positive and negative ma...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/35024164628190179362 |