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: | SU, YI-JEN, 蘇逸貞 |
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Other Authors: | GOO, YEONG-JIA |
Format: | Others |
Language: | zh-TW |
Published: |
2017
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Online Access: | http://ndltd.ncl.edu.tw/handle/22917793905206093380 |
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