The Comparison of Optimal Price Formation Processes for Different Trading Performance Futures Contracts

博士 === 國立成功大學 === 企業管理學系碩博士班 === 94 ===  The Taiwan futures market altered its price formation process of middle trading session from call auction to continuous auction on July 29, 2002. This dissertation investigates the effects of price formation process on the futures market quality by analyzing...

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Bibliographic Details
Main Authors: Mei-Hsing Cheng, 鄭美幸
Other Authors: Hsin-Hong Kang
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/33922699591076749229