Effects of Trader’s Aggressiveness on Efficiency in Futures Market
碩士 === 淡江大學 === 財務金融學系碩士班 === 101 === In this paper, we apply the method of Ekkehart Boehmer, Eric K. Kelley.(2009) to investigate the futures market efficiency to examine the impact from order aggressive of different types traders in the TAIEX futures and options market. We also discuss the impact...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/39533184096386190627 |