How Do Large Orders Affect Market Liquidity
碩士 === 淡江大學 === 財務金融學系碩士班 === 100 === I use high frequency intraday data of Taiwan stock market to analyze the influence of large orders on width and depth of liquidity proposed by Kang and Yeo (2008). I divide investors into foreign investors, proprietary dealers, individual investors and other ins...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/58318621655220449364 |