Price and Trade-size Clustering and its relationship ─ Evidence from Taiwan Futures Contracts

碩士 === 國立臺灣科技大學 === 財務金融研究所 === 104 === According to the past researches, we found that the phenomenon of price clustering and the trade-size clustering exist in the financial market. People usually react intuitionally when they are required to make decisions immediately or under an uncertain circum...

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Bibliographic Details
Main Authors: Ting-Han Lin, 林庭漢
Other Authors: none
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/5mrgc3