The Effect of Algorithmic Trading on Intraday Price Efficiency: Evidence from Foreign Exchange Market
碩士 === 國立中央大學 === 財務金融學系 === 104 === This thesis studies the impact of algorithmic trading (AT) on informational efficiency in the foreign exchange market. My data rely on a novel of intraday data consisting of both quote data and transaction data in two currency pairs: euro-dollar, and dollar-yen....
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/uv683q |