Essays on the Market Microstructure Analyses of Trading Platform and Competition
博士 === 國立交通大學 === 管理科學系所 === 98 === This dissertation consists of two separate essays. The first essay examines the pricing efficiency of index futures under electronic versus open-outcry trading platforms. By using OLS and quantile regressions to control for changes in market characteristics, we fi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/64070530000702574298 |