Decomposition of bid-ask spreads─the comparison of SGX-DT and TAIFEX
碩士 === 國立高雄第一科技大學 === 財務管理所 === 91 === This study explores empirically the components of bid-ask spreads and their intraday patterns for the Taiwan stock index futures contracts traded on the SGX-DT and TAIFEX. Using both Lin et al. and Stoll’s models, this study finds that the adverse information c...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/27087978712569590007 |