Does the High Frequency Trading work? – Evidence from Taiwan Futures Market

碩士 === 國立中興大學 === 財務金融學系所 === 104 === The thesis studies that dose the high frequency trading work on TAIEX futures market and investigate the investment performance of different investor types. Our result indicates that 1. There are excess profit using high frequency trading on TAIEX futures market...

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Bibliographic Details
Main Authors: Jer- Wen Chiok, 石佳雯
Other Authors: Anchor Y. Lin
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/89974934394447483367