The Effect of Reducing Minimum Tick Sizes on Investors’ Order Submission Behaviors, Market Liquidity, and Market Execution Quality
碩士 === 國立東華大學 === 企業管理學系 === 95 === This study uses the intraday data for the Taiwan Stock Exchange to study the changes in the order submission behaviors of different types of invertors, the market liquidity, and the market execution quality after the reduction of tick sizes. As a result, we find t...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/51999632691093828483 |