The Intraday Pattern of Bid-Ask Spread Components for the MSCI Taiwan Stock Index Futures on the SGX-DT
碩士 === 國立高雄第一科技大學 === 金融營運系碩士班 === 89 === The purpose of this study is to extend the bid-ask spread decomposition literature into the futures market. This study is the first to decompose the bid-ask spread and examine the intraday pattern in the various components of spread for futures market. I use...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/23047970591686401608 |