A Reexamination of Price Clustering and Trade-size Clustering in The Index Futures: Evidences From The E-mini S&P500 Market
碩士 === 國立高雄應用科技大學 === 資訊管理研究所碩士班 === 105 === The clustering of financial products has always been a hot topic in area of market microstructure. However, most of the research in the past focuses on the study of price clustering, and the research on the study of size clustering is relatively small. Bu...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/9j2579 |