Market Quality Measurement Based on the Change of Trading Mechanism

碩士 === 國立高雄第一科技大學 === 財務管理研究所 === 100 === The thesis investigates the change of price behaviors, including trading volume, liquidity and volatility, of the change on trading mechanism of Taiwan Stock Index futures. In July 9, 2002, the Exchange altered the way to match sell and buy orders, adopted c...

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Bibliographic Details
Main Authors: Ming-Chang Liu, 劉明昌
Other Authors: Ming-Hsien Chen
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/38194910578231968945