The Relationship among Investor Behavior, Bid-Ask Spread and Volatility
碩士 === 淡江大學 === 財務金融學系碩士班 === 100 === This article investigates the market microstructure of the Taiwan Index Futures Market by analyzing the intraday patterns of bid-ask spreads and volatility. We examine the spread-volume and volatility-volume relation in Taiwan Index Futures Market using volume d...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/01573253593387976881 |