An Analysis of the Relations between Order Flow and Returns for Taiwan stock Index futures
碩士 === 國立高雄第一科技大學 === 金融營運所 === 91 === The response of security prices to trading activity is the consequence of asymmetric information. The lack of trade may signal that no new information exists, and the time between trades can itself affect prices. This study empirically analyzes the price impact...
| 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/32531749945727613319 |