The Impacts of the Variation of Intraday Order Books on Stock Price
碩士 === 國立臺北大學 === 國際財務金融碩士在職專班 === 105 === This paper adopts high frequency intraday data to investigate the impacts of the variation of order book on stock price. In particular, the study attempts to find out a real time trading model which could enable investors, based on the best 5-set order book...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/22917793905206093380 |