Forecasting the TX Futures Price from Order Aggressiveness
碩士 === 淡江大學 === 財務金融學系碩士班 === 98 === The first part of this study is the use Anan, Chakravarty and Martell (2005) method to understand the orders associated performance in the futures market, empirical results show that performance of maket order of TX is significantly positive. Therefore, the secon...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/15966919647169555865 |