Order Revisions, Order Aggressiveness, and Performance
碩士 === 國立清華大學 === 計量財務金融學系 === 106 === This study provides the evidence whether the limit order cancellations and revisions are associated with investors' trading strategies based on the unique order and transaction data of options and futures provided by Taiwan Futures Exchange (TAIFEX). We fi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/msn93p |