The Effect of Price Changes on the Order Placement Strategies of Investors
碩士 === 國立東華大學 === 國際經濟研究所 === 95 === This paper examines factors that affect the decisions of market participants to place limit orders within the five best bid and ask queues on the Taiwan Stock Exchange. Factors include stock returns, volatility, and bid-ask spread. In addition, the influence on t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/btr8em |