How The Order Imbalance of Different Investor Type Affects Stock Return
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 101 === In recent years, market microstructure research has explored, and liquidity and order flows do impact price formation. In Taiwan, the TSE (Taiwan security exchange) market is completely order-driven with no market makers. In our study, split the trading day...
| 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/38561462832523319595 |