High Frequency Trading and Adverse Selection cost: an Empirical Study of Taiwan Futures Market
碩士 === 國立中山大學 === 財務管理學系研究所 === 102 === With the development of technology, financial markets have been changing rapidly in recent years. High frequency trading has caught the attention of monitors as well as researchers. This study follows the method of Hagstromer and Norden (2013) to subgroup HFTs...
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| Format: | Others |
| Language: | en_US |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/xt73z7 |