Magnet Effect, Order Submission Behavior and Liquidity Supply
碩士 === 銘傳大學 === 財務金融學系碩士班 === 99 === Applying order-level data, this paper examines the magnet effect in the Taiwan Stock Market. Evidence shows, first, that the price limit acts as a magnet and further pushes the price even closer to the limit. Although the price pressure before hitting the limit i...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/25642637402115446933 |