Market Transparency and Order Imbalance：Evidences from Taiwan Index Futures and Taiwan Index Options
碩士 === 國立交通大學 === 財務金融研究所 === 101 === The basic assumption in this study is that asymmetric information is viewed as the cause of order imbalances in the futures market and the options market. In order to improve asymmetry and enhance the quality of market, Taiwan Futures Exchange (TAIFEX) has requi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/83947481475889199185 |