The Effect of Pre-Transparency on Order Strategy, Market Performance and Information Content of Limit Order Book
博士 === 國立中山大學 === 財務管理學系研究所 === 96 === This study examines the impact of increasing pre-trade transparency on the intraday order placement strategies of individual and institutional investors. The effect of pre-trade transparency on market performance and information content of limit order book is a...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2008
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Online Access: | http://ndltd.ncl.edu.tw/handle/cnk5ax |