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: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2013
|
Online Access: | http://ndltd.ncl.edu.tw/handle/38561462832523319595 |