The Influence of Stock Price Approaching Price Limit onInvestors’ Order Aggressiveness

碩士 === 元智大學 === 財務金融暨會計碩士班(財務金融學程) === 105 === We focus on intraday trading in Taiwan stock market from February to March in 2015 under the 5-second clearing time. We use Ordered Probit model by setting range of approaching price limit to examine whether investors’ order aggressiveness will influenc...

Full description

Bibliographic Details
Main Authors: Yun-Ching Wang, 王韻晴
Other Authors: Yi-Heng Tseng
Format: Others
Language:zh-TW
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/53235801112491063127