HFT spoofing strategy 、performance and stock volatility
碩士 === 國立中山大學 === 財務管理學系研究所 === 102 === I analysis a spoofing strategy in which high frequency trading spoof and mislead the investors through placing large orders with little chance of being executed to cause an order imbalance. And at the same time high frequency trading trade opposite with less t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/t57n9v |