Disclosure and Manipulation at Closing Phase: Evidence fromthe Taiwan Stock Exchange

碩士 === 國立高雄第一科技大學 === 風險管理與保險研究所 === 102 === On February 20, 2012, the Taiwan Stock Exchange changed its closing call auction, and the main change is disclosing the simulative best bid and ask on limit order book at closing phase. This study empirically analyzes the proxies of manipulation including...

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Bibliographic Details
Main Authors: Sheng-min Lin, 林聖閔
Other Authors: Yu-Chuan Huang
Format: Others
Language:en_US
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/80211489915835325211