Order Aggressiveness of Informed Traders under Different Competitions of Trading and Correlations of Information
碩士 === 國立中山大學 === 財務管理學系研究所 === 99 === This paper refers to Ma and Hung(2004) using the amount of the institutional investors to measure the competitions of trading and the order flows of the institutional investors to measure correlations of information. We filter the data on daily basis and divide...
| 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/21186662128224514015 |