The Effect of Various Investors’ Limit Orders on Market Liquidity.
碩士 === 淡江大學 === 財務金融學系碩士班 === 99 === This study based on rearranging intraday order book and transaction data from Taiwan Stock Exchange(TSE) from 2005/3/1 to 2006/12/31.By the method Rakowski and Beardsley (2008) developed, we could divided market liquidity into two parts: information component and...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/94914136310496783042 |